-14.8%
PYPL vs HALO
+178.6%
-193.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | -4.3% | -2.1% | -2.3% | -4.1% |
| 30D | -11.5% | +4.6% | -16.1% | -11.9% |
| 3M | +26.1% | +50.2% | -24.1% | +20.5% |
| 6M | +13.7% | +57.6% | -43.9% | +7.9% |
| YTD | -9.8% | +59.6% | -69.4% | -15.0% |
| 1Y | -22.1% | +41.2% | -63.2% | -25.4% |
| All | -14.8% | +178.6% | -193.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling