+310.2%
CMCSA vs HALO
+2,426.8%
-2,116.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -2.1% | -6.2% | -8.0% |
| 30D | -2.4% | +4.6% | -7.1% | -3.0% |
| 3M | +4.5% | +50.2% | -45.7% | -0.8% |
| 6M | -18.8% | +57.6% | -76.4% | -23.4% |
| YTD | -8.9% | +59.6% | -68.5% | -14.4% |
| 1Y | -18.3% | +41.2% | -59.5% | -22.2% |
| 3Y | -35.0% | +178.9% | -213.8% | -44.3% |
| 5Y | -48.2% | +160.1% | -208.2% | -55.7% |
| 10Y | +4.6% | +967.5% | -962.9% | -27.7% |
| All | +310.2% | +2,426.8% | -2,116.7% | +117.9% |
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 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