+195.2%
AMD vs HALO
+47.3%
+147.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.7% |
| 7D | +2.6% | +4.6% | -2.0% | +2.8% |
| 30D | -0.9% | +31.8% | -32.8% | -0.3% |
| 3M | -8.7% | +53.9% | -62.6% | -8.8% |
| 6M | +136.3% | +57.4% | +79.0% | +134.4% |
| YTD | +123.0% | +63.7% | +59.3% | +126.3% |
| 1Y | +195.2% | +50.1% | +145.1% | +190.9% |
| All | +195.2% | +47.3% | +147.9% | +190.9% |
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