+51.4%
PYPL vs HALO
+402.5%
-351.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +2.7% | +4.6% | -1.9% | +1.7% |
| 30D | -4.9% | +31.8% | -36.7% | -10.8% |
| 3M | +28.9% | +53.9% | -25.0% | +16.9% |
| 6M | +18.2% | +57.4% | -39.1% | +6.4% |
| YTD | -5.0% | +63.7% | -68.8% | -15.7% |
| 1Y | -18.8% | +50.1% | -68.9% | -26.8% |
| 3Y | -12.6% | +157.3% | -169.9% | -33.2% |
| 5Y | -80.8% | +161.0% | -241.8% | -85.6% |
| 10Y | +49.9% | +1,018.7% | -968.8% | -18.0% |
| All | +51.4% | +402.5% | -351.1% | -6.5% |
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 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