+76.0%
AMZN vs HALO
+177.6%
-101.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.7% | -3.4% | +0.7% | -2.3% |
| 30D | -7.5% | +4.3% | -11.8% | -8.0% |
| 3M | +5.8% | +51.8% | -45.9% | -0.2% |
| 6M | +17.5% | +57.8% | -40.3% | +10.0% |
| YTD | +9.1% | +59.0% | -49.9% | +1.5% |
| 1Y | +9.4% | +41.2% | -31.8% | +3.4% |
| All | +76.0% | +177.6% | -101.5% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling