+91.7%
AXP vs HALO
+160.1%
-68.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.1% | -20.2% | +19.1% | +1.7% |
| 30D | +5.2% | -6.8% | +12.0% | +6.0% |
| 3M | -4.6% | -0.2% | -4.4% | -4.9% |
| 6M | +3.2% | +60.5% | -57.3% | -4.5% |
| YTD | -11.3% | +52.9% | -64.3% | -17.6% |
| 1Y | -11.0% | +50.8% | -61.8% | -17.2% |
| 3Y | +120.2% | +180.6% | -60.4% | +79.4% |
| 5Y | +91.7% | +166.6% | -74.8% | +64.6% |
| All | +91.7% | +160.1% | -68.4% | +64.6% |
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