-23.0%
IDXX vs HALO
+158.6%
-181.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.7% | -2.7% | -3.0% | -5.1% |
| 30D | -11.5% | +5.3% | -16.9% | -12.7% |
| 3M | -9.5% | +51.6% | -61.1% | -19.1% |
| 6M | -16.0% | +61.3% | -77.2% | -26.2% |
| YTD | -25.4% | +59.3% | -84.7% | -34.6% |
| 1Y | -21.8% | +38.3% | -60.0% | -29.0% |
| 3Y | +7.0% | +185.9% | -178.8% | -26.2% |
| All | -23.0% | +158.6% | -181.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling