-33.8%
CMCSA vs HALO
+177.6%
-211.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -5.6% | -3.4% | -2.2% | -5.3% |
| 30D | -1.9% | +4.3% | -6.1% | -2.1% |
| 3M | +6.4% | +51.8% | -45.3% | +3.4% |
| 6M | -16.9% | +57.8% | -74.7% | -19.6% |
| YTD | -6.8% | +59.0% | -65.8% | -9.9% |
| 1Y | -15.9% | +41.2% | -57.1% | -18.2% |
| All | -33.8% | +177.6% | -211.3% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling