-49.5%
ORCL vs HALO
+92.7%
-142.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -1.9% |
| 7D | -14.4% | +0.2% | -14.6% | -14.4% |
| 30D | -12.8% | +20.3% | -33.2% | -11.8% |
| 3M | -14.8% | +56.6% | -71.4% | -12.7% |
| 6M | -30.9% | +101.9% | -132.7% | -27.2% |
| YTD | -35.7% | +93.7% | -129.3% | -33.5% |
| 1Y | -49.5% | +91.5% | -141.0% | -48.3% |
| All | -49.5% | +92.7% | -142.2% | -48.3% |
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