+1,347.5%
SBUX vs HALO
+2,417.6%
-1,070.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -6.2% | -3.4% | -2.8% | -5.8% |
| 30D | -6.4% | +4.3% | -10.7% | -7.0% |
| 3M | +1.0% | +51.8% | -50.7% | -4.8% |
| 6M | -0.4% | +57.8% | -58.2% | -6.8% |
| YTD | +20.0% | +59.0% | -39.0% | +11.9% |
| 1Y | +22.8% | +41.2% | -18.4% | +16.2% |
| 3Y | +12.3% | +177.8% | -165.6% | -5.5% |
| 5Y | -6.4% | +159.5% | -165.9% | -21.6% |
| 10Y | +126.5% | +963.6% | -837.1% | +49.9% |
| All | +1,347.5% | +2,417.6% | -1,070.1% | +625.0% |
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