+52.8%
TEVA vs HALO
+2,422.4%
-2,369.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.4% |
| 30D | +1.0% | +5.3% | -4.4% | +0.3% |
| 3M | +7.3% | +51.6% | -44.2% | +1.5% |
| 6M | +21.7% | +61.3% | -39.5% | +14.2% |
| YTD | +18.8% | +59.3% | -40.4% | +11.5% |
| 1Y | +86.5% | +38.3% | +48.2% | +77.9% |
| 3Y | +269.4% | +185.9% | +83.6% | +216.5% |
| 5Y | +303.6% | +159.9% | +143.6% | +246.0% |
| 10Y | -22.9% | +965.6% | -988.5% | -44.0% |
| All | +52.8% | +2,422.4% | -2,369.6% | -6.6% |
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