-64.8%
AAL vs HALO
+979.6%
-1,044.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -2.7% | +1.8% | -0.3% |
| 30D | -12.9% | +5.3% | -18.2% | -13.9% |
| 3M | -11.2% | +51.6% | -62.8% | -19.4% |
| 6M | +17.8% | +61.3% | -43.4% | +5.4% |
| YTD | -15.1% | +59.3% | -74.4% | -23.9% |
| 1Y | +0.5% | +38.3% | -37.8% | -7.4% |
| 3Y | -7.7% | +185.9% | -193.5% | -30.3% |
| 5Y | -31.3% | +159.9% | -191.3% | -48.0% |
| All | -64.8% | +979.6% | -1,044.4% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling