+3,103.4%
MSFT vs HALO
+2,448.5%
+654.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.9% |
| 7D | -1.4% | +0.5% | -2.0% | -1.5% |
| 30D | -1.0% | +5.0% | -6.1% | -1.7% |
| 3M | +20.2% | +53.1% | -32.9% | +13.7% |
| 6M | +21.3% | +60.8% | -39.5% | +13.9% |
| YTD | +2.8% | +60.9% | -58.2% | -3.7% |
| 1Y | 0.0% | +42.8% | -42.8% | -5.1% |
| 3Y | +51.2% | +181.3% | -130.0% | +29.0% |
| 5Y | +71.4% | +157.6% | -86.1% | +45.9% |
| 10Y | +868.6% | +910.4% | -41.7% | +580.9% |
| All | +3,103.4% | +2,448.5% | +654.9% | +1,644.6% |
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 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