+2,879.9%
AMAT vs HALO
+2,492.7%
+387.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | -1.5% | +4.6% | -6.1% | -2.3% |
| 30D | -14.8% | +31.8% | -46.6% | -19.0% |
| 3M | -9.3% | +53.9% | -63.2% | -16.1% |
| 6M | +27.4% | +57.4% | -30.0% | +17.2% |
| YTD | +77.6% | +63.7% | +13.8% | +62.1% |
| 1Y | +188.9% | +50.1% | +138.8% | +167.3% |
| 3Y | +202.3% | +157.3% | +45.0% | +148.1% |
| 5Y | +248.9% | +161.0% | +87.9% | +182.4% |
| 10Y | +1,585.2% | +1,018.7% | +566.5% | +970.4% |
| All | +2,879.9% | +2,492.7% | +387.2% | +1,381.4% |
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