+159.5%
HALO vs EXEL
+192.6%
-33.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | -3.4% | -2.9% | -0.5% | -2.6% |
| 30D | +4.3% | +11.9% | -7.6% | +0.9% |
| 3M | +51.8% | +9.2% | +42.5% | +47.6% |
| 6M | +57.8% | +39.1% | +18.7% | +42.8% |
| YTD | +59.0% | +31.0% | +28.0% | +46.1% |
| 1Y | +41.2% | +52.3% | -11.2% | +23.5% |
| 3Y | +177.8% | +159.7% | +18.1% | +85.9% |
| 5Y | +159.5% | +187.7% | -28.3% | +52.0% |
| All | +159.5% | +192.6% | -33.1% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling