-3.0%
IDXX vs HALO
+90.8%
-93.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.8% |
| 7D | +24.1% | +0.2% | +23.9% | +24.0% |
| 30D | +32.5% | +20.3% | +12.2% | +28.5% |
| 3M | +18.8% | +56.6% | -37.8% | +9.4% |
| 6M | +24.0% | +101.9% | -77.8% | +7.0% |
| YTD | +3.3% | +93.7% | -90.4% | -11.9% |
| All | -3.0% | +90.8% | -93.8% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling