+616.5%
HSY vs HALO
+2,426.8%
-1,810.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -3.0% | -2.1% | -0.9% | -2.8% |
| 30D | -5.0% | +4.6% | -9.7% | -5.3% |
| 3M | -1.3% | +50.2% | -51.5% | -3.7% |
| 6M | -21.5% | +57.6% | -79.1% | -23.7% |
| YTD | -3.3% | +59.6% | -62.8% | -6.1% |
| 1Y | -5.5% | +41.2% | -46.7% | -7.6% |
| 3Y | -9.9% | +178.9% | -188.8% | -16.0% |
| 5Y | +11.3% | +160.1% | -148.7% | +3.4% |
| 10Y | +128.1% | +967.5% | -839.4% | +91.8% |
| All | +616.5% | +2,426.8% | -1,810.3% | +430.6% |
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