+361.0%
ORLY vs HALO
+979.6%
-618.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.7% | +0.4% | -2.0% |
| 30D | -6.8% | +5.3% | -12.1% | -7.4% |
| 3M | -4.8% | +51.6% | -56.3% | -9.6% |
| 6M | -9.1% | +61.3% | -70.3% | -14.4% |
| YTD | -5.9% | +59.3% | -65.2% | -11.5% |
| 1Y | -20.4% | +38.3% | -58.7% | -24.0% |
| 3Y | +36.6% | +185.9% | -149.3% | +16.5% |
| 5Y | +117.3% | +159.9% | -42.6% | +84.7% |
| All | +361.0% | +979.6% | -618.5% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling