+51.0%
HPQ vs HALO
+158.6%
-107.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -2.7% | +12.5% | +10.2% |
| 30D | +22.4% | +5.3% | +17.0% | +21.3% |
| 3M | +45.2% | +51.6% | -6.4% | +36.0% |
| 6M | +96.4% | +61.3% | +35.2% | +81.7% |
| YTD | +65.4% | +59.3% | +6.1% | +52.9% |
| 1Y | +31.6% | +38.3% | -6.7% | +24.4% |
| 3Y | +37.0% | +185.9% | -148.8% | +7.8% |
| All | +51.0% | +158.6% | -107.7% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling