+17.8%
YUM vs HALO
+178.1%
-160.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.1% |
| 6M | -9.1% | +61.3% | -70.4% | -13.1% |
| YTD | -5.5% | +59.3% | -64.8% | -9.8% |
| 1Y | -3.7% | +38.3% | -42.0% | -7.1% |
| 3Y | +17.8% | +185.9% | -168.1% | +5.7% |
| All | +17.8% | +178.1% | -160.3% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling