+1,609.2%
ORCL vs HALO
+2,492.7%
-883.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +5.3% | +4.6% | +0.7% | +4.7% |
| 30D | +10.0% | +31.8% | -21.9% | +6.4% |
| 3M | -32.6% | +53.9% | -86.5% | -36.0% |
| 6M | +4.9% | +57.4% | -52.4% | -0.8% |
| YTD | -17.8% | +63.7% | -81.5% | -22.8% |
| 1Y | -28.0% | +50.1% | -78.1% | -31.8% |
| 3Y | +36.0% | +157.3% | -121.3% | +18.7% |
| 5Y | +88.7% | +161.0% | -72.3% | +62.2% |
| 10Y | +346.9% | +1,018.7% | -671.8% | +212.5% |
| All | +1,609.2% | +2,492.7% | -883.5% | +874.8% |
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