+670.7%
AKAM vs HALO
+2,426.8%
-1,756.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +5.4% | -2.1% | +7.5% | +5.7% |
| 30D | -5.9% | +4.6% | -10.5% | -6.6% |
| 3M | -19.6% | +50.2% | -69.9% | -25.3% |
| 6M | +8.5% | +57.6% | -49.1% | -0.3% |
| YTD | +26.9% | +59.6% | -32.6% | +16.3% |
| 1Y | +41.7% | +41.2% | +0.5% | +32.1% |
| 3Y | +5.8% | +178.9% | -173.1% | -14.1% |
| 5Y | -2.3% | +160.1% | -162.4% | -21.2% |
| 10Y | +111.0% | +967.5% | -856.5% | +27.1% |
| All | +670.7% | +2,426.8% | -1,756.1% | +225.0% |
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