+145.2%
GOOGL vs HALO
+177.6%
-32.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.6% |
| 30D | -3.2% | +4.3% | -7.5% | -3.5% |
| 3M | -6.6% | +51.8% | -58.4% | -9.5% |
| 6M | +8.5% | +57.8% | -49.3% | +4.6% |
| YTD | +6.5% | +59.0% | -52.5% | +2.5% |
| 1Y | +39.4% | +41.2% | -1.7% | +35.2% |
| All | +145.2% | +177.6% | -32.3% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling