+274.4%
KLAC vs HALO
+178.1%
+96.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -2.7% | 0.0% | -2.2% |
| 30D | -13.2% | +5.3% | -18.5% | -14.0% |
| 3M | -25.0% | +51.6% | -76.6% | -30.6% |
| 6M | +23.6% | +61.3% | -37.7% | +12.9% |
| YTD | +49.2% | +59.3% | -10.1% | +36.6% |
| 1Y | +89.3% | +38.3% | +51.1% | +77.0% |
| 3Y | +274.4% | +185.9% | +88.5% | +198.9% |
| All | +274.4% | +178.1% | +96.3% | +198.9% |
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