+8.1%
ORCL vs HALO
+178.8%
-170.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | -19.9% | +13.4% | -4.9% |
| 30D | -16.6% | -6.7% | -9.8% | -16.1% |
| 3M | -21.6% | +0.4% | -22.0% | -21.7% |
| 6M | -39.4% | +60.6% | -100.0% | -42.1% |
| YTD | -38.7% | +53.0% | -91.7% | -41.4% |
| 1Y | -50.4% | +51.4% | -101.8% | -52.6% |
| 3Y | +8.1% | +176.5% | -168.4% | -8.6% |
| All | +8.1% | +178.8% | -170.7% | -8.6% |
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 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