+82.7%
ASML vs HALO
+156.0%
-73.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.9% | -3.2% | +8.2% | +5.7% |
| 30D | -9.3% | -14.2% | +4.9% | -6.6% |
| 3M | -19.0% | -0.4% | -18.6% | -19.7% |
| 6M | -5.2% | +43.2% | -48.4% | -14.6% |
| YTD | +40.6% | +49.0% | -8.4% | +24.7% |
| 1Y | +47.5% | +40.8% | +6.7% | +32.4% |
| 3Y | +133.9% | +167.4% | -33.5% | +64.7% |
| All | +82.7% | +156.0% | -73.3% | +16.2% |
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