+41.2%
ZBH vs HALO
+2,417.6%
-2,376.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -6.6% | -3.4% | -3.2% | -6.2% |
| 30D | -4.9% | +4.3% | -9.2% | -5.4% |
| 3M | +5.1% | +51.8% | -46.7% | -0.4% |
| 6M | +1.3% | +57.8% | -56.4% | -4.5% |
| YTD | +3.4% | +59.0% | -55.6% | -2.8% |
| 1Y | -8.7% | +41.2% | -49.8% | -13.0% |
| 3Y | -21.2% | +177.8% | -199.1% | -32.3% |
| 5Y | -29.2% | +159.5% | -188.7% | -39.4% |
| 10Y | -17.5% | +963.6% | -981.1% | -41.8% |
| All | +41.2% | +2,417.6% | -2,376.5% | -23.0% |
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