+23,015.9%
TSLA vs HALO
+1,359.7%
+21,656.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.4% |
| 7D | +3.4% | +0.5% | +2.8% | +3.3% |
| 30D | +12.0% | +5.0% | +7.0% | +10.7% |
| 3M | -10.0% | +53.1% | -63.1% | -19.1% |
| 6M | -7.2% | +60.8% | -68.0% | -17.8% |
| YTD | -18.1% | +60.9% | -79.1% | -27.8% |
| 1Y | +6.3% | +42.8% | -36.5% | -3.8% |
| 3Y | +48.2% | +181.3% | -133.1% | +8.7% |
| 5Y | +46.5% | +157.6% | -111.1% | +7.7% |
| 10Y | +2,698.1% | +910.4% | +1,787.8% | +1,369.3% |
| All | +23,015.9% | +1,359.7% | +21,656.2% | +8,315.5% |
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