-2.9%
ADSK vs HALO
+178.1%
-181.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -14.9% | +5.3% | -20.2% | -15.4% |
| 3M | +3.3% | +51.6% | -48.2% | -2.0% |
| 6M | -15.7% | +61.3% | -76.9% | -20.7% |
| YTD | -28.2% | +59.3% | -87.5% | -32.5% |
| 1Y | -34.5% | +38.3% | -72.8% | -37.5% |
| 3Y | -2.9% | +185.9% | -188.8% | -18.1% |
| All | -2.9% | +178.1% | -181.0% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling