+2,341.4%
AMAT vs HALO
+2,323.1%
+18.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.5% | -19.9% | +17.5% | +1.0% |
| 30D | -26.5% | -6.7% | -19.8% | -25.9% |
| 3M | -28.6% | +0.4% | -28.9% | -29.0% |
| 6M | -14.2% | +60.6% | -74.9% | -21.8% |
| YTD | +45.5% | +53.0% | -7.5% | +33.7% |
| 1Y | +59.3% | +51.4% | +7.9% | +46.5% |
| 3Y | +153.1% | +176.5% | -23.4% | +104.8% |
| 5Y | +158.2% | +169.7% | -11.6% | +107.1% |
| 10Y | +1,370.8% | +747.6% | +623.2% | +872.7% |
| All | +2,341.4% | +2,323.1% | +18.3% | +1,122.0% |
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