+81.6%
KO vs HALO
+158.1%
-76.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | +1.6% | +4.3% | -2.7% | +1.2% |
| 3M | +5.8% | +51.8% | -46.0% | +2.2% |
| 6M | +14.3% | +57.8% | -43.5% | +10.0% |
| YTD | +27.3% | +59.0% | -31.7% | +22.3% |
| 1Y | +33.2% | +41.2% | -8.0% | +29.1% |
| 3Y | +64.5% | +177.8% | -113.4% | +47.8% |
| All | +81.6% | +158.1% | -76.5% | +61.6% |
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 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