+134.5%
IBM vs HALO
+977.5%
-843.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.3% | -3.4% | +3.1% | +0.1% |
| 30D | -1.8% | +4.3% | -6.1% | -2.4% |
| 3M | -13.5% | +51.8% | -65.2% | -17.9% |
| 6M | -5.1% | +57.8% | -62.9% | -10.6% |
| YTD | -19.4% | +59.0% | -78.4% | -24.2% |
| 1Y | -6.5% | +41.2% | -47.7% | -11.0% |
| 3Y | +73.8% | +177.8% | -104.0% | +48.2% |
| 5Y | +116.3% | +159.5% | -43.1% | +82.8% |
| All | +134.5% | +977.5% | -843.0% | +66.6% |
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 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