+118.3%
PFE vs HALO
+2,492.7%
-2,374.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | +4.6% | -2.8% | +1.3% |
| 30D | +10.2% | +31.8% | -21.6% | +7.0% |
| 3M | +12.7% | +53.9% | -41.2% | +7.6% |
| 6M | +10.5% | +57.4% | -46.8% | +5.2% |
| YTD | +20.2% | +63.7% | -43.6% | +13.8% |
| 1Y | +24.1% | +50.1% | -26.1% | +18.5% |
| 3Y | -3.6% | +157.3% | -160.9% | -14.2% |
| 5Y | -20.9% | +161.0% | -181.9% | -30.6% |
| 10Y | +35.8% | +1,018.7% | -982.8% | -0.4% |
| All | +118.3% | +2,492.7% | -2,374.4% | +32.0% |
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 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