+147.3%
IBM vs HALO
+689.5%
-542.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -3.2% | +4.8% | +2.0% |
| 30D | +9.2% | -14.2% | +23.4% | +11.1% |
| 3M | +4.9% | -0.4% | +5.3% | +4.6% |
| 6M | +16.8% | +43.2% | -26.4% | +10.9% |
| YTD | -14.3% | +49.0% | -63.3% | -19.2% |
| 1Y | -16.7% | +40.8% | -57.6% | -21.0% |
| 3Y | +82.2% | +167.4% | -85.2% | +54.8% |
| 5Y | +149.9% | +157.4% | -7.4% | +109.1% |
| All | +147.3% | +689.5% | -542.3% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling