+46.5%
PYPL vs HALO
+393.9%
-347.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -9.7% | +5.0% | -14.8% | -10.7% |
| 3M | +29.2% | +53.1% | -23.9% | +17.4% |
| 6M | +13.9% | +60.8% | -46.9% | +2.1% |
| YTD | -8.1% | +60.9% | -69.0% | -18.1% |
| 1Y | -21.4% | +42.8% | -64.2% | -28.3% |
| 3Y | -11.8% | +181.3% | -193.1% | -34.1% |
| 5Y | -81.1% | +157.6% | -238.7% | -85.9% |
| 10Y | +36.9% | +910.4% | -873.4% | -23.7% |
| All | +46.5% | +393.9% | -347.4% | -9.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling