-13.6%
KHC vs HALO
+157.2%
-170.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | +0.5% | +4.3% | -3.7% | +0.3% |
| 3M | +3.0% | +51.8% | -48.7% | +0.4% |
| 6M | +6.6% | +57.8% | -51.2% | +3.6% |
| YTD | +5.8% | +59.0% | -53.2% | +2.5% |
| 1Y | -2.2% | +41.2% | -43.4% | -4.5% |
| 3Y | -12.5% | +177.8% | -190.4% | -18.3% |
| 5Y | -13.6% | +159.5% | -173.0% | -18.2% |
| All | -13.6% | +157.2% | -170.8% | -18.2% |
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