+9.0%
MSFT vs HALO
+92.7%
-83.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.3% | +6.7% |
| 7D | +4.7% | +0.2% | +4.4% | +4.7% |
| 30D | +5.8% | +20.3% | -14.5% | +6.6% |
| 3M | +13.0% | +56.6% | -43.6% | +14.7% |
| 6M | +34.9% | +101.9% | -66.9% | +38.6% |
| YTD | +15.7% | +93.7% | -78.0% | +18.4% |
| 1Y | +9.0% | +91.5% | -82.6% | +12.3% |
| All | +9.0% | +92.7% | -83.7% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling