+170.5%
AXON vs HALO
+156.4%
+14.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.9% |
| 7D | -3.3% | -2.1% | -1.3% | -3.0% |
| 30D | -17.8% | +4.6% | -22.5% | -18.5% |
| 3M | +8.3% | +50.2% | -42.0% | +0.7% |
| 6M | -12.4% | +57.6% | -70.0% | -19.3% |
| YTD | -13.7% | +59.6% | -73.3% | -21.1% |
| 1Y | -33.1% | +41.2% | -74.2% | -37.5% |
| 3Y | +128.2% | +178.9% | -50.6% | +74.9% |
| 5Y | +170.5% | +160.1% | +10.4% | +102.4% |
| All | +170.5% | +156.4% | +14.1% | +102.4% |
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 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