+166.5%
ZTS vs HALO
+1,519.0%
-1,352.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | +1.2% | +5.0% | -3.8% | +0.5% |
| 3M | -6.0% | +53.1% | -59.2% | -12.0% |
| 6M | -38.7% | +60.8% | -99.5% | -43.1% |
| YTD | -40.6% | +60.9% | -101.6% | -45.0% |
| 1Y | -50.6% | +42.8% | -93.4% | -53.5% |
| 3Y | -58.7% | +181.3% | -240.0% | -65.6% |
| 5Y | -62.8% | +157.6% | -220.4% | -69.0% |
| 10Y | +56.2% | +910.4% | -854.2% | +5.4% |
| All | +166.5% | +1,519.0% | -1,352.5% | +82.4% |
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