+258.5%
OKE vs HALO
+979.6%
-721.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.2% | -2.7% | +4.0% | +1.8% |
| 30D | +4.5% | +5.3% | -0.8% | +3.3% |
| 3M | +9.6% | +51.6% | -42.0% | 0.0% |
| 6M | +15.4% | +61.3% | -45.9% | +3.5% |
| YTD | +36.5% | +59.3% | -22.8% | +22.3% |
| 1Y | +39.0% | +38.3% | +0.7% | +28.0% |
| 3Y | +74.3% | +185.9% | -111.6% | +28.4% |
| 5Y | +141.2% | +159.9% | -18.7% | +76.1% |
| All | +258.5% | +979.6% | -721.1% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling