+1,067.4%
VALE vs HALO
+2,426.8%
-1,359.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | -2.1% | +0.2% | -1.5% |
| 30D | +6.7% | +4.6% | +2.0% | +5.8% |
| 3M | +4.9% | +50.2% | -45.3% | -2.9% |
| 6M | +3.6% | +57.6% | -54.0% | -5.1% |
| YTD | +21.9% | +59.6% | -37.7% | +11.2% |
| 1Y | +61.6% | +41.2% | +20.4% | +50.2% |
| 3Y | +52.1% | +178.9% | -126.7% | +20.6% |
| 5Y | +43.2% | +160.1% | -116.9% | +12.3% |
| 10Y | +521.5% | +967.5% | -446.0% | +254.1% |
| All | +1,067.4% | +2,426.8% | -1,359.4% | +365.4% |
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 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