+1,315.3%
AMAT vs HALO
+922.0%
+393.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.6% |
| 7D | -1.1% | -20.2% | +19.1% | +5.2% |
| 30D | -26.9% | -6.8% | -20.1% | -25.9% |
| 3M | -31.2% | -0.2% | -31.0% | -31.9% |
| 6M | -14.7% | +60.5% | -75.2% | -27.8% |
| YTD | +44.7% | +52.9% | -8.2% | +24.0% |
| 1Y | +62.0% | +50.8% | +11.1% | +39.0% |
| 3Y | +165.0% | +180.6% | -15.6% | +74.3% |
| 5Y | +147.1% | +166.6% | -19.5% | +59.4% |
| 10Y | +1,315.3% | +801.2% | +514.0% | +552.3% |
| All | +1,315.3% | +922.0% | +393.2% | +552.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling