+20.4%
PFE vs HALO
+40.2%
-19.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | -3.4% | -0.6% | -3.5% |
| 30D | +3.9% | +4.3% | -0.4% | +3.2% |
| 3M | +9.9% | +51.8% | -41.9% | +2.3% |
| 6M | +5.3% | +57.8% | -52.5% | -2.9% |
| YTD | +16.8% | +59.0% | -42.2% | +6.0% |
| 1Y | +20.4% | +41.2% | -20.7% | +18.5% |
| All | +20.4% | +40.2% | -19.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling