+2,953.8%
LLY vs HALO
+2,492.7%
+461.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +4.6% | -6.7% | -2.6% |
| 30D | -1.6% | +31.8% | -33.4% | -4.7% |
| 3M | +2.3% | +53.9% | -51.6% | -2.6% |
| 6M | +14.9% | +57.4% | -42.5% | +9.1% |
| YTD | +7.5% | +63.7% | -56.3% | +1.6% |
| 1Y | +55.7% | +50.1% | +5.6% | +48.4% |
| 3Y | +110.6% | +157.3% | -46.7% | +86.6% |
| 5Y | +363.4% | +161.0% | +202.4% | +305.3% |
| 10Y | +1,649.0% | +1,018.7% | +630.3% | +1,180.4% |
| All | +2,953.8% | +2,492.7% | +461.0% | +1,676.0% |
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