+3,093.2%
SOXX vs HALO
+2,422.4%
+670.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -2.7% | +4.1% | +1.8% |
| 30D | -3.6% | +5.3% | -8.9% | -4.5% |
| 3M | -10.2% | +51.6% | -61.7% | -16.4% |
| 6M | +54.2% | +61.3% | -7.0% | +41.8% |
| YTD | +75.2% | +59.3% | +15.9% | +61.2% |
| 1Y | +107.5% | +38.3% | +69.2% | +94.9% |
| 3Y | +226.8% | +185.9% | +40.9% | +165.6% |
| 5Y | +251.2% | +159.9% | +91.3% | +186.3% |
| 10Y | +1,567.6% | +965.6% | +602.0% | +971.0% |
| All | +3,093.2% | +2,422.4% | +670.9% | +1,480.1% |
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