+390.2%
LLY vs HALO
+156.4%
+233.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.7% |
| 30D | -8.6% | +4.6% | -13.3% | -9.3% |
| 3M | -1.6% | +50.2% | -51.9% | -8.6% |
| 6M | +11.8% | +57.6% | -45.8% | +3.0% |
| YTD | +5.1% | +59.6% | -54.5% | -3.5% |
| 1Y | +50.7% | +41.2% | +9.5% | +40.8% |
| 3Y | +95.7% | +178.9% | -83.2% | +62.2% |
| 5Y | +390.2% | +160.1% | +230.1% | +301.6% |
| All | +390.2% | +156.4% | +233.8% | +301.6% |
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