-28.0%
ORCL vs HALO
+47.3%
-75.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +5.3% | +4.6% | +0.7% | +5.4% |
| 30D | +10.0% | +31.8% | -21.9% | +10.6% |
| 3M | -32.6% | +53.9% | -86.5% | -31.4% |
| 6M | +4.9% | +57.4% | -52.4% | +6.6% |
| YTD | -17.8% | +63.7% | -81.5% | -17.5% |
| 1Y | -28.0% | +50.1% | -78.1% | -24.9% |
| All | -28.0% | +47.3% | -75.3% | -24.9% |
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