+143.8%
IBM vs HALO
+979.6%
-835.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | -2.7% | +6.3% | +3.9% |
| 30D | +3.1% | +5.3% | -2.2% | +2.4% |
| 3M | -10.8% | +51.6% | -62.4% | -15.4% |
| 6M | -0.8% | +61.3% | -62.1% | -6.8% |
| YTD | -16.2% | +59.3% | -75.5% | -21.2% |
| 1Y | -2.9% | +38.3% | -41.1% | -7.2% |
| 3Y | +79.8% | +185.9% | -106.0% | +52.8% |
| 5Y | +124.9% | +159.9% | -35.1% | +90.0% |
| All | +143.8% | +979.6% | -835.7% | +73.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling