+464.1%
HPQ vs HALO
+2,426.8%
-1,962.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.8% | +5.0% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +9.7% | +4.6% | +5.1% | +9.0% |
| 3M | +32.7% | +50.2% | -17.5% | +25.4% |
| 6M | +77.7% | +57.6% | +20.1% | +66.4% |
| YTD | +51.0% | +59.6% | -8.6% | +40.9% |
| 1Y | +18.4% | +41.2% | -22.8% | +12.1% |
| 3Y | +25.6% | +178.9% | -153.3% | +5.9% |
| 5Y | +38.6% | +160.1% | -121.5% | +16.5% |
| 10Y | +226.1% | +967.5% | -741.4% | +123.5% |
| All | +464.1% | +2,426.8% | -1,962.8% | +206.6% |
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