+129.1%
ASML vs HALO
+47.3%
+81.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +1.1% | +4.6% | -3.5% | +0.4% |
| 30D | +2.2% | +31.8% | -29.6% | -2.9% |
| 3M | -2.3% | +53.9% | -56.2% | -10.2% |
| 6M | +23.0% | +57.4% | -34.4% | +11.6% |
| YTD | +61.1% | +63.7% | -2.7% | +43.4% |
| 1Y | +129.1% | +50.1% | +79.0% | +109.4% |
| All | +129.1% | +47.3% | +81.8% | +109.4% |
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