+60.4%
AMGN vs HALO
+47.3%
+13.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.1% | +4.6% | -3.5% | -0.1% |
| 30D | +7.8% | +31.8% | -24.0% | -0.4% |
| 3M | +27.3% | +53.9% | -26.6% | +11.7% |
| 6M | +16.8% | +57.4% | -40.5% | +1.5% |
| YTD | +36.3% | +63.7% | -27.4% | +16.0% |
| 1Y | +60.4% | +50.1% | +10.3% | +43.6% |
| All | +60.4% | +47.3% | +13.2% | +43.6% |
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