+47.6%
TSLA vs HALO
+158.6%
-111.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.8% |
| 30D | +11.6% | +5.3% | +6.3% | +10.4% |
| 3M | -8.4% | +51.6% | -60.0% | -16.5% |
| 6M | -10.4% | +61.3% | -71.6% | -19.5% |
| YTD | -18.7% | +59.3% | -78.0% | -27.2% |
| 1Y | -0.9% | +38.3% | -39.2% | -8.6% |
| 3Y | +33.6% | +185.9% | -152.3% | -4.2% |
| All | +47.6% | +158.6% | -111.1% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling