+201.5%
AMD vs HALO
+161.9%
+39.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -15.7% | +26.8% | +13.7% |
| 7D | -11.0% | -20.8% | +9.8% | -7.6% |
| 30D | -30.5% | -6.5% | -24.0% | -30.0% |
| 3M | -8.2% | +20.8% | -29.1% | -12.6% |
| 6M | +6.6% | +56.2% | -49.6% | -4.2% |
| YTD | +109.7% | +54.0% | +55.7% | +88.5% |
| 1Y | +88.9% | +51.5% | +37.4% | +70.3% |
| 3Y | +301.8% | +193.9% | +107.9% | +184.1% |
| All | +201.5% | +161.9% | +39.6% | +95.9% |
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 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