-4.5%
AKAM vs HALO
+158.6%
-163.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.5% | -2.7% | +4.2% | +1.8% |
| 30D | -13.0% | +5.3% | -18.3% | -13.6% |
| 3M | -19.4% | +51.6% | -70.9% | -24.5% |
| 6M | +0.3% | +61.3% | -61.0% | -7.3% |
| YTD | +22.4% | +59.3% | -36.9% | +13.0% |
| 1Y | +34.8% | +38.3% | -3.4% | +27.4% |
| 3Y | +1.9% | +185.9% | -183.9% | -19.4% |
| All | -4.5% | +158.6% | -163.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling