+483.3%
LLY vs HALO
+156.0%
+327.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | -3.2% | +10.0% | +7.3% |
| 30D | +19.6% | -14.2% | +33.7% | +22.5% |
| 3M | +19.7% | -0.4% | +20.1% | +19.6% |
| 6M | +42.7% | +43.2% | -0.4% | +33.4% |
| YTD | +35.1% | +49.0% | -13.9% | +25.2% |
| 1Y | +42.2% | +40.8% | +1.3% | +32.8% |
| 3Y | +140.8% | +167.4% | -26.6% | +101.3% |
| All | +483.3% | +156.0% | +327.3% | +364.3% |
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