+8,591.0%
ASML vs HALO
+2,338.4%
+6,252.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -15.7% | +20.7% | +7.6% |
| 7D | -9.0% | -20.8% | +11.8% | -5.8% |
| 30D | -21.0% | -6.5% | -14.5% | -20.4% |
| 3M | -16.3% | +20.8% | -37.1% | -19.5% |
| 6M | -7.5% | +56.2% | -63.7% | -15.0% |
| YTD | +34.0% | +54.0% | -20.0% | +23.4% |
| 1Y | +39.3% | +51.5% | -12.2% | +28.4% |
| 3Y | +128.9% | +193.9% | -65.0% | +84.5% |
| 5Y | +76.1% | +154.6% | -78.5% | +43.7% |
| 10Y | +1,428.4% | +1,124.9% | +303.4% | +869.5% |
| All | +8,591.0% | +2,338.4% | +6,252.6% | +4,360.7% |
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