+136.0%
GOOG vs HALO
+158.6%
-22.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | -2.7% | +2.8% | +0.4% |
| 30D | -2.0% | +5.3% | -7.3% | -2.6% |
| 3M | -5.9% | +51.6% | -57.4% | -11.0% |
| 6M | +8.9% | +61.3% | -52.4% | +2.0% |
| YTD | +7.1% | +59.3% | -52.2% | +0.2% |
| 1Y | +39.7% | +38.3% | +1.4% | +33.0% |
| 3Y | +145.8% | +185.9% | -40.0% | +102.1% |
| All | +136.0% | +158.6% | -22.6% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling