+4,782.6%
DELL vs HALO
+978.2%
+3,804.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +8.7% | -2.1% | +10.8% | +9.2% |
| 30D | +16.9% | +4.6% | +12.2% | +15.8% |
| 3M | +40.4% | +50.2% | -9.8% | +28.9% |
| 6M | +267.1% | +57.6% | +209.5% | +232.0% |
| YTD | +329.1% | +59.6% | +269.5% | +286.8% |
| 1Y | +346.9% | +41.2% | +305.7% | +312.4% |
| 3Y | +696.6% | +178.9% | +517.8% | +509.0% |
| 5Y | +1,106.2% | +160.1% | +946.1% | +819.8% |
| 10Y | +4,177.7% | +967.5% | +3,210.2% | +2,374.0% |
| All | +4,782.6% | +978.2% | +3,804.4% | +2,709.8% |
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