+147.1%
AMAT vs HALO
+160.1%
-13.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.5% |
| 7D | -1.1% | -20.2% | +19.1% | +3.7% |
| 30D | -26.9% | -6.8% | -20.1% | -26.1% |
| 3M | -31.2% | -0.2% | -31.0% | -31.7% |
| 6M | -14.7% | +60.5% | -75.2% | -25.3% |
| YTD | +44.7% | +52.9% | -8.2% | +28.1% |
| 1Y | +62.0% | +50.8% | +11.1% | +43.6% |
| 3Y | +165.0% | +180.6% | -15.6% | +86.5% |
| 5Y | +147.1% | +166.6% | -19.5% | +58.3% |
| All | +147.1% | +160.1% | -13.0% | +58.3% |
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 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