+93.1%
ORCL vs HALO
+156.4%
-63.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | +7.0% | +4.6% | +2.4% | +6.4% |
| 3M | -21.2% | +50.2% | -71.4% | -25.1% |
| 6M | +7.4% | +57.6% | -50.2% | +1.2% |
| YTD | -16.3% | +59.6% | -75.8% | -21.5% |
| 1Y | -32.3% | +41.2% | -73.5% | -35.5% |
| 3Y | +32.6% | +178.9% | -146.3% | +10.5% |
| 5Y | +93.1% | +160.1% | -67.0% | +41.2% |
| All | +93.1% | +156.4% | -63.3% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling