+40.1%
PYPL vs HALO
+979.6%
-939.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | -2.7% | +0.5% | -1.7% |
| 30D | -9.0% | +5.3% | -14.3% | -10.1% |
| 3M | +30.6% | +51.6% | -21.0% | +18.4% |
| 6M | +18.6% | +61.3% | -42.7% | +5.7% |
| YTD | -7.2% | +59.3% | -66.5% | -17.5% |
| 1Y | -19.3% | +38.3% | -57.5% | -26.1% |
| 3Y | -12.3% | +185.9% | -198.2% | -35.9% |
| 5Y | -80.9% | +159.9% | -240.8% | -86.0% |
| All | +40.1% | +979.6% | -939.5% | -16.2% |
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 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