+37.0%
HPQ vs HALO
+178.1%
-141.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -2.7% | +12.5% | +10.0% |
| 30D | +22.4% | +5.3% | +17.0% | +21.7% |
| 3M | +45.2% | +51.6% | -6.4% | +40.0% |
| 6M | +96.4% | +61.3% | +35.2% | +88.1% |
| YTD | +65.4% | +59.3% | +6.1% | +58.4% |
| 1Y | +31.6% | +38.3% | -6.7% | +27.8% |
| 3Y | +37.0% | +185.9% | -148.8% | +18.7% |
| All | +37.0% | +178.1% | -141.0% | +18.7% |
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