+892.8%
AMGN vs HALO
+2,426.8%
-1,534.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -11.6% | -2.1% | -9.6% | -11.4% |
| 30D | -5.7% | +4.6% | -10.3% | -6.2% |
| 3M | +14.2% | +50.2% | -36.0% | +8.1% |
| 6M | +5.2% | +57.6% | -52.4% | -1.1% |
| YTD | +22.0% | +59.6% | -37.6% | +14.4% |
| 1Y | +43.6% | +41.2% | +2.5% | +36.7% |
| 3Y | +65.0% | +178.9% | -113.9% | +41.4% |
| 5Y | +112.0% | +160.1% | -48.0% | +80.4% |
| 10Y | +216.6% | +967.5% | -750.9% | +118.1% |
| All | +892.8% | +2,426.8% | -1,534.0% | +454.0% |
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