+20,174.1%
SOXL vs HALO
+1,384.8%
+18,789.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -2.7% | +6.6% | +5.4% |
| 30D | -14.3% | +5.3% | -19.6% | -17.1% |
| 3M | -45.6% | +51.6% | -97.2% | -57.8% |
| 6M | +117.2% | +61.3% | +55.9% | +62.5% |
| YTD | +189.8% | +59.3% | +130.6% | +118.6% |
| 1Y | +317.7% | +38.3% | +279.5% | +238.1% |
| 3Y | +478.6% | +185.9% | +292.8% | +191.4% |
| 5Y | +169.5% | +159.9% | +9.6% | +48.0% |
| 10Y | +5,222.1% | +965.6% | +4,256.4% | +1,574.6% |
| All | +20,174.1% | +1,384.8% | +18,789.4% | +3,507.1% |
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 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