+48.5%
AMZN vs HALO
+158.6%
-110.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -3.9% | +5.3% | -9.2% | -4.8% |
| 3M | +6.3% | +51.6% | -45.2% | -1.5% |
| 6M | +20.8% | +61.3% | -40.5% | +10.4% |
| YTD | +11.2% | +59.3% | -48.0% | +1.4% |
| 1Y | +11.7% | +38.3% | -26.6% | +4.4% |
| 3Y | +79.4% | +185.9% | -106.4% | +39.4% |
| All | +48.5% | +158.6% | -110.1% | +12.0% |
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 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