+623.7%
PAYX vs HALO
+2,422.4%
-1,798.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -4.9% | -2.7% | -2.1% | -4.6% |
| 30D | -3.8% | +5.3% | -9.1% | -4.4% |
| 3M | +17.9% | +51.6% | -33.7% | +12.3% |
| 6M | +26.1% | +61.3% | -35.2% | +19.1% |
| YTD | +6.7% | +59.3% | -52.5% | +0.8% |
| 1Y | -10.7% | +38.3% | -49.0% | -14.5% |
| 3Y | +7.0% | +185.9% | -178.9% | -7.2% |
| 5Y | +22.6% | +159.9% | -137.3% | +6.4% |
| 10Y | +166.5% | +965.6% | -799.1% | +94.0% |
| All | +623.7% | +2,422.4% | -1,798.6% | +337.1% |
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