+464.9%
AXP vs HALO
+928.6%
-463.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +0.6% | +0.5% | 0.0% | +0.5% |
| 30D | -4.3% | +5.0% | -9.4% | -5.2% |
| 3M | +4.7% | +53.1% | -48.4% | -3.1% |
| 6M | +9.0% | +60.8% | -51.8% | -0.1% |
| YTD | -11.1% | +60.9% | -72.1% | -18.8% |
| 1Y | +1.3% | +42.8% | -41.5% | -5.7% |
| 3Y | +114.5% | +181.3% | -66.8% | +71.3% |
| 5Y | +118.0% | +157.6% | -39.5% | +72.9% |
| 10Y | +464.9% | +910.4% | -445.4% | +240.1% |
| All | +464.9% | +928.6% | -463.7% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling