+91.5%
HALO vs EXEL
+92.4%
-0.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.2% | +9.8% | -9.5% | -3.2% |
| 30D | +20.3% | +23.6% | -3.3% | +11.3% |
| 3M | +56.6% | +29.9% | +26.7% | +41.4% |
| 6M | +101.9% | +64.7% | +37.2% | +69.8% |
| YTD | +93.7% | +66.0% | +27.7% | +61.2% |
| 1Y | +91.5% | +92.0% | -0.4% | +53.0% |
| All | +91.5% | +92.4% | -0.9% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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