-13.3%
TSLA vs HALO
+92.7%
-106.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.7% | -3.4% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +1.7% | +20.3% | -18.6% | +0.4% |
| 3M | +17.7% | +56.6% | -38.9% | +14.4% |
| 6M | -1.9% | +101.9% | -103.7% | -6.7% |
| YTD | -14.3% | +93.7% | -108.0% | -18.5% |
| 1Y | -13.3% | +91.5% | -104.8% | -17.6% |
| All | -13.3% | +92.7% | -106.0% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling