+2,158.6%
AXON vs HALO
+2,292.5%
-133.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.5% |
| 7D | -25.6% | -22.0% | -3.7% | -21.6% |
| 30D | -23.9% | -8.5% | -15.4% | -22.3% |
| 3M | -50.4% | -0.9% | -49.5% | -50.2% |
| 6M | -20.0% | +53.1% | -73.1% | -26.1% |
| YTD | -44.5% | +51.1% | -95.5% | -48.9% |
| 1Y | -44.9% | +45.0% | -89.9% | -48.9% |
| 3Y | +44.7% | +173.0% | -128.2% | +14.4% |
| 5Y | +86.7% | +163.6% | -76.9% | +45.6% |
| 10Y | +1,060.5% | +708.3% | +352.2% | +603.8% |
| All | +2,158.6% | +2,292.5% | -133.8% | +922.7% |
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