+636.8%
AZN vs HALO
+2,422.4%
-1,785.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -2.7% | +1.2% | -1.3% |
| 30D | +1.1% | +5.3% | -4.3% | +0.5% |
| 3M | -12.1% | +51.6% | -63.7% | -16.0% |
| 6M | -17.1% | +61.3% | -78.4% | -21.3% |
| YTD | -12.0% | +59.3% | -71.3% | -16.4% |
| 1Y | -0.2% | +38.3% | -38.5% | -4.0% |
| 3Y | +26.8% | +185.9% | -159.1% | +11.7% |
| 5Y | +56.9% | +159.9% | -103.1% | +37.8% |
| 10Y | +226.7% | +965.6% | -738.9% | +143.4% |
| All | +636.8% | +2,422.4% | -1,785.5% | +355.0% |
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