+801.8%
TECH vs HALO
+2,492.7%
-1,690.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +4.6% | -4.5% | -0.5% |
| 30D | +0.7% | +31.8% | -31.1% | -3.3% |
| 3M | +36.3% | +53.9% | -17.5% | +28.3% |
| 6M | +25.6% | +57.4% | -31.8% | +17.7% |
| YTD | +23.7% | +63.7% | -40.0% | +15.2% |
| 1Y | +37.6% | +50.1% | -12.5% | +29.6% |
| 3Y | -6.6% | +157.3% | -163.9% | -19.0% |
| 5Y | -42.2% | +161.0% | -203.2% | -50.4% |
| 10Y | +187.6% | +1,018.7% | -831.1% | +107.8% |
| All | +801.8% | +2,492.7% | -1,690.9% | +434.9% |
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