+12,098.9%
AMZN vs HALO
+2,448.5%
+9,650.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -6.4% | +5.0% | -11.4% | -7.1% |
| 3M | +4.8% | +53.1% | -48.3% | -2.1% |
| 6M | +20.5% | +60.8% | -40.2% | +11.6% |
| YTD | +11.3% | +60.9% | -49.6% | +2.8% |
| 1Y | +9.0% | +42.8% | -33.8% | +2.3% |
| 3Y | +85.9% | +181.3% | -95.4% | +53.9% |
| 5Y | +45.8% | +157.6% | -111.8% | +20.4% |
| 10Y | +555.5% | +910.4% | -354.9% | +325.3% |
| All | +12,098.9% | +2,448.5% | +9,650.4% | +6,023.0% |
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