-31.9%
ADSK vs HALO
+47.3%
-79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.7% | -8.2% |
| 7D | -16.4% | +4.6% | -21.0% | -16.8% |
| 30D | -9.2% | +31.8% | -41.0% | -12.4% |
| 3M | -6.7% | +53.9% | -60.6% | -11.4% |
| 6M | -15.5% | +57.4% | -72.9% | -20.1% |
| YTD | -26.4% | +63.7% | -90.1% | -30.0% |
| 1Y | -31.9% | +50.1% | -82.0% | -35.5% |
| All | -31.9% | +47.3% | -79.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling