+48.8%
PFE vs HALO
+689.5%
-640.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.7% | -3.2% | +1.5% | -1.3% |
| 30D | +0.3% | -14.2% | +14.5% | +2.1% |
| 3M | +9.4% | -0.4% | +9.8% | +9.2% |
| 6M | +14.9% | +43.2% | -28.3% | +9.1% |
| YTD | +23.8% | +49.0% | -25.2% | +16.6% |
| 1Y | +19.5% | +40.8% | -21.3% | +13.4% |
| 3Y | +21.0% | +167.4% | -146.4% | +3.8% |
| 5Y | -23.9% | +157.4% | -181.2% | -35.4% |
| All | +48.8% | +689.5% | -640.7% | +6.0% |
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