+1,496.8%
YUM vs HALO
+2,422.4%
-925.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -2.7% | -3.3% | -5.8% |
| 30D | -5.8% | +5.3% | -11.1% | -6.3% |
| 3M | -7.6% | +51.6% | -59.2% | -11.5% |
| 6M | -9.1% | +61.3% | -70.4% | -13.6% |
| YTD | -5.5% | +59.3% | -64.8% | -10.2% |
| 1Y | -3.7% | +38.3% | -42.0% | -7.3% |
| 3Y | +17.8% | +185.9% | -168.1% | +3.9% |
| 5Y | +19.3% | +159.9% | -140.7% | +4.9% |
| 10Y | +170.7% | +965.6% | -794.9% | +100.6% |
| All | +1,496.8% | +2,422.4% | -925.6% | +883.3% |
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 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