+1,426.4%
ADSK vs HALO
+2,422.4%
-996.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -14.9% | +5.3% | -20.2% | -15.8% |
| 3M | +3.3% | +51.6% | -48.2% | -5.0% |
| 6M | -15.7% | +61.3% | -76.9% | -23.5% |
| YTD | -28.2% | +59.3% | -87.5% | -35.0% |
| 1Y | -34.5% | +38.3% | -72.8% | -39.2% |
| 3Y | -2.9% | +185.9% | -188.8% | -24.4% |
| 5Y | -25.3% | +159.9% | -185.3% | -41.6% |
| 10Y | +217.8% | +965.6% | -747.8% | +83.3% |
| All | +1,426.4% | +2,422.4% | -996.0% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling