+13.8%
KMB vs HALO
+977.5%
-963.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -7.7% | -3.4% | -4.3% | -7.5% |
| 30D | -8.2% | +4.3% | -12.5% | -8.4% |
| 3M | -1.9% | +51.8% | -53.7% | -4.3% |
| 6M | -0.7% | +57.8% | -58.5% | -3.4% |
| YTD | +1.4% | +59.0% | -57.6% | -1.5% |
| 1Y | -19.1% | +41.2% | -60.3% | -21.0% |
| 3Y | -12.6% | +177.8% | -190.4% | -18.8% |
| 5Y | -12.7% | +159.5% | -172.1% | -19.1% |
| All | +13.8% | +977.5% | -963.7% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling