-42.5%
KHC vs HALO
+357.2%
-399.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +2.0% | -3.2% | +5.3% | +2.3% |
| 30D | +10.6% | -14.2% | +24.8% | +11.8% |
| 3M | +0.5% | -0.4% | +0.9% | +0.4% |
| 6M | +12.1% | +43.2% | -31.1% | +8.7% |
| YTD | +8.9% | +49.0% | -40.1% | +5.1% |
| 1Y | +7.5% | +40.8% | -33.4% | +4.1% |
| 3Y | -10.7% | +167.4% | -178.1% | -18.6% |
| 5Y | -13.2% | +157.4% | -170.5% | -21.6% |
| 10Y | -50.6% | +697.1% | -747.7% | -60.2% |
| All | -42.5% | +357.2% | -399.8% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling