+876.3%
HALO vs EXEL
+375.2%
+501.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -2.7% | -4.9% | +2.2% | -1.0% |
| 30D | +5.3% | +11.4% | -6.1% | +1.4% |
| 3M | +51.6% | +4.9% | +46.7% | +48.8% |
| 6M | +61.3% | +34.4% | +26.8% | +44.7% |
| YTD | +59.3% | +28.0% | +31.2% | +45.0% |
| 1Y | +38.3% | +43.6% | -5.4% | +20.0% |
| 3Y | +185.9% | +155.2% | +30.7% | +89.9% |
| 5Y | +159.9% | +181.2% | -21.2% | +62.8% |
| All | +876.3% | +375.2% | +501.1% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling