+1,761.8%
ASML vs HALO
+928.6%
+833.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.4% |
| 7D | +6.0% | +0.5% | +5.4% | +5.8% |
| 30D | +1.4% | +5.0% | -3.7% | -0.1% |
| 3M | +1.0% | +53.1% | -52.1% | -10.7% |
| 6M | +37.0% | +60.8% | -23.8% | +19.2% |
| YTD | +65.8% | +60.9% | +4.8% | +43.6% |
| 1Y | +123.1% | +42.8% | +80.3% | +99.0% |
| 3Y | +188.2% | +181.3% | +6.9% | +100.1% |
| 5Y | +115.6% | +157.6% | -42.0% | +49.8% |
| 10Y | +1,761.8% | +910.4% | +851.5% | +870.1% |
| All | +1,761.8% | +928.6% | +833.3% | +870.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling