+32.5%
PFE vs HALO
+977.5%
-945.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | -3.4% | -0.6% | -3.6% |
| 30D | +3.9% | +4.3% | -0.4% | +3.3% |
| 3M | +9.9% | +51.8% | -41.9% | +3.7% |
| 6M | +5.3% | +57.8% | -52.5% | -1.3% |
| YTD | +16.8% | +59.0% | -42.2% | +9.2% |
| 1Y | +20.4% | +41.2% | -20.7% | +14.3% |
| 3Y | -2.1% | +177.8% | -179.9% | -16.8% |
| 5Y | -21.0% | +159.5% | -180.4% | -33.2% |
| All | +32.5% | +977.5% | -945.1% | -14.5% |
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 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