+6.1%
CMCSA vs HALO
+979.6%
-973.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.9% | -2.7% | -2.2% | -4.5% |
| 30D | -1.1% | +5.3% | -6.4% | -1.8% |
| 3M | +6.6% | +51.6% | -45.0% | +0.4% |
| 6M | -15.5% | +61.3% | -76.7% | -21.1% |
| YTD | -6.7% | +59.3% | -66.0% | -13.0% |
| 1Y | -15.6% | +38.3% | -53.9% | -19.9% |
| 3Y | -33.7% | +185.9% | -219.6% | -44.9% |
| 5Y | -46.6% | +159.9% | -206.6% | -55.7% |
| All | +6.1% | +979.6% | -973.5% | -26.4% |
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