+6,609.6%
KLAC vs HALO
+2,426.8%
+4,182.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +6.2% | -2.1% | +8.3% | +6.5% |
| 30D | -5.0% | +4.6% | -9.6% | -5.8% |
| 3M | -14.4% | +50.2% | -64.6% | -20.3% |
| 6M | +28.3% | +57.6% | -29.3% | +18.3% |
| YTD | +51.1% | +59.6% | -8.5% | +39.0% |
| 1Y | +100.4% | +41.2% | +59.2% | +87.8% |
| 3Y | +276.3% | +178.9% | +97.5% | +207.2% |
| 5Y | +452.1% | +160.1% | +292.0% | +351.1% |
| 10Y | +2,986.0% | +967.5% | +2,018.5% | +1,896.7% |
| All | +6,609.6% | +2,426.8% | +4,182.8% | +3,069.7% |
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