+12.0%
HSY vs HALO
+158.6%
-146.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | -5.2% | +5.3% | -10.5% | -5.5% |
| 3M | -3.4% | +51.6% | -55.0% | -6.2% |
| 6M | -19.2% | +61.3% | -80.5% | -21.9% |
| YTD | -2.6% | +59.3% | -61.9% | -6.0% |
| 1Y | -3.8% | +38.3% | -42.0% | -6.2% |
| 3Y | -10.6% | +185.9% | -196.5% | -17.4% |
| All | +12.0% | +158.6% | -146.6% | +3.3% |
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