+358.3%
DELL vs HALO
+41.1%
+317.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | +8.2% | -2.7% | +10.9% | +8.2% |
| 30D | +17.1% | +5.3% | +11.8% | +17.3% |
| 3M | +45.2% | +51.6% | -6.4% | +46.2% |
| 6M | +286.8% | +61.3% | +225.5% | +287.3% |
| YTD | +354.8% | +59.3% | +295.5% | +362.0% |
| 1Y | +358.3% | +38.3% | +320.0% | +421.2% |
| All | +358.3% | +41.1% | +317.2% | +421.2% |
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