+1.8%
CMCSA vs HALO
+92.7%
-90.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.6% | +4.9% |
| 7D | +15.2% | +0.2% | +15.0% | +15.2% |
| 30D | +17.0% | +20.3% | -3.3% | +16.2% |
| 3M | +1.2% | +56.6% | -55.4% | -0.8% |
| 6M | -5.5% | +101.9% | -107.4% | -8.4% |
| YTD | -6.5% | +93.7% | -100.2% | -8.6% |
| 1Y | +1.8% | +91.5% | -89.7% | -2.0% |
| All | +1.8% | +92.7% | -90.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling