+1,254.3%
ORCL vs HALO
+2,259.3%
-1,005.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.0% | -3.2% | +11.2% | +8.3% |
| 30D | -4.0% | -14.2% | +10.2% | -2.5% |
| 3M | -19.5% | -0.4% | -19.1% | -19.7% |
| 6M | -33.5% | +43.2% | -76.6% | -36.5% |
| YTD | -34.8% | +49.0% | -83.8% | -38.3% |
| 1Y | -41.6% | +40.8% | -82.5% | -44.4% |
| 3Y | +13.8% | +167.4% | -153.6% | -1.2% |
| 5Y | +43.4% | +157.4% | -114.0% | +23.3% |
| 10Y | +268.8% | +697.1% | -428.2% | +168.2% |
| All | +1,254.3% | +2,259.3% | -1,005.0% | +678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling