+1,003.9%
HON vs HALO
+2,417.6%
-1,413.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -2.6% | -3.4% | +0.8% | -2.2% |
| 30D | -11.9% | +4.3% | -16.1% | -12.4% |
| 3M | -6.1% | +51.8% | -57.9% | -11.4% |
| 6M | -19.2% | +57.8% | -77.0% | -24.3% |
| YTD | +0.2% | +59.0% | -58.8% | -6.4% |
| 1Y | -1.5% | +41.2% | -42.7% | -6.6% |
| 3Y | +17.9% | +177.8% | -159.9% | 0.0% |
| 5Y | +1.9% | +159.5% | -157.5% | -14.1% |
| 10Y | +135.2% | +963.6% | -828.4% | +58.2% |
| All | +1,003.9% | +2,417.6% | -1,413.8% | +456.4% |
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