+123.9%
SBUX vs HALO
+979.6%
-855.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -5.1% |
| 30D | -8.5% | +5.3% | -13.8% | -9.2% |
| 3M | -2.9% | +51.6% | -54.5% | -9.0% |
| 6M | -1.5% | +61.3% | -62.8% | -8.7% |
| YTD | +19.4% | +59.3% | -39.9% | +10.6% |
| 1Y | +22.9% | +38.3% | -15.3% | +16.1% |
| 3Y | +11.3% | +185.9% | -174.6% | -9.3% |
| 5Y | -6.9% | +159.9% | -166.8% | -24.3% |
| All | +123.9% | +979.6% | -855.7% | +52.1% |
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