+188.3%
AMAT vs HALO
+41.3%
+147.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +6.9% | -2.1% | +9.0% | +7.3% |
| 30D | -10.1% | +4.6% | -14.8% | -11.0% |
| 3M | -6.0% | +50.2% | -56.2% | -14.9% |
| 6M | +38.6% | +57.6% | -19.0% | +23.0% |
| YTD | +83.1% | +59.6% | +23.5% | +61.1% |
| 1Y | +188.3% | +41.2% | +147.2% | +178.2% |
| All | +188.3% | +41.3% | +147.0% | +178.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling