+77.4%
IBM vs HALO
+178.6%
-101.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +3.6% | -2.1% | +5.6% | +3.8% |
| 30D | +1.5% | +4.6% | -3.1% | +1.1% |
| 3M | -12.9% | +50.2% | -63.1% | -16.1% |
| 6M | -3.9% | +57.6% | -61.5% | -7.9% |
| YTD | -17.3% | +59.6% | -76.9% | -21.0% |
| 1Y | -5.0% | +41.2% | -46.2% | -8.2% |
| All | +77.4% | +178.6% | -101.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling