+49.1%
MSFT vs HALO
+177.6%
-128.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -3.5% | -3.4% | -0.1% | -3.3% |
| 30D | -2.1% | +4.3% | -6.3% | -2.3% |
| 3M | +24.2% | +51.8% | -27.6% | +21.1% |
| 6M | +21.9% | +57.8% | -35.9% | +18.5% |
| YTD | +2.5% | +59.0% | -56.5% | -0.6% |
| 1Y | -0.8% | +41.2% | -41.9% | -2.9% |
| All | +49.1% | +177.6% | -128.4% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling