+46.9%
ULTA vs HALO
+158.6%
-111.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | +2.8% | +5.3% | -2.5% | +1.9% |
| 3M | +14.8% | +51.6% | -36.8% | +6.5% |
| 6M | -16.2% | +61.3% | -77.5% | -23.3% |
| YTD | -9.6% | +59.3% | -68.9% | -17.2% |
| 1Y | +4.8% | +38.3% | -33.5% | -1.8% |
| 3Y | +30.7% | +185.9% | -155.2% | +3.9% |
| All | +46.9% | +158.6% | -111.8% | +11.1% |
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