+165.0%
AMAT vs HALO
+177.0%
-12.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.5% |
| 7D | -1.1% | -20.2% | +19.1% | +2.3% |
| 30D | -26.9% | -6.8% | -20.1% | -26.3% |
| 3M | -31.2% | -0.2% | -31.0% | -31.5% |
| 6M | -14.7% | +60.5% | -75.2% | -22.5% |
| YTD | +44.7% | +52.9% | -8.2% | +32.5% |
| 1Y | +62.0% | +50.8% | +11.1% | +48.5% |
| 3Y | +165.0% | +180.6% | -15.6% | +106.1% |
| All | +165.0% | +177.0% | -12.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling