+13,449.8%
GOOG vs HALO
+6,558.4%
+6,891.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -5.9% | +51.6% | -57.4% | -11.4% |
| 6M | +8.9% | +61.3% | -52.4% | +1.5% |
| YTD | +7.1% | +59.3% | -52.2% | -0.2% |
| 1Y | +39.7% | +38.3% | +1.4% | +32.5% |
| 3Y | +145.8% | +185.9% | -40.0% | +105.5% |
| 5Y | +138.6% | +159.9% | -21.3% | +99.1% |
| 10Y | +791.5% | +965.6% | -174.1% | +493.1% |
| All | +13,449.8% | +6,558.4% | +6,891.4% | +5,863.1% |
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