-3.7%
YUM vs HALO
+41.1%
-44.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -2.7% | -3.3% | -5.9% |
| 30D | -5.8% | +5.3% | -11.1% | -6.2% |
| 3M | -7.6% | +51.6% | -59.2% | -11.7% |
| 6M | -9.1% | +61.3% | -70.4% | -13.8% |
| YTD | -5.5% | +59.3% | -64.8% | -12.0% |
| 1Y | -3.7% | +38.3% | -42.0% | -9.3% |
| All | -3.7% | +41.1% | -44.8% | -9.3% |
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