+3,592.6%
AXON vs HALO
+2,492.7%
+1,099.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | -14.2% | +4.6% | -18.8% | -14.9% |
| 30D | -15.4% | +31.8% | -47.2% | -19.9% |
| 3M | +0.5% | +53.9% | -53.4% | -7.6% |
| 6M | -9.5% | +57.4% | -66.9% | -17.3% |
| YTD | -9.2% | +63.7% | -72.9% | -18.0% |
| 1Y | -29.4% | +50.1% | -79.5% | -35.3% |
| 3Y | +139.4% | +157.3% | -17.9% | +89.9% |
| 5Y | +178.9% | +161.0% | +17.9% | +116.9% |
| 10Y | +1,840.8% | +1,018.7% | +822.1% | +998.5% |
| All | +3,592.6% | +2,492.7% | +1,099.9% | +1,539.5% |
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