-29.0%
AAL vs HALO
+5,315.5%
-5,344.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.5% |
| 30D | -19.0% | +5.0% | -24.0% | -20.1% |
| 3M | -5.1% | +53.1% | -58.2% | -15.6% |
| 6M | +15.5% | +60.8% | -45.3% | +1.2% |
| YTD | -15.8% | +60.9% | -76.7% | -26.3% |
| 1Y | -0.3% | +42.8% | -43.1% | -10.3% |
| 3Y | -7.7% | +181.3% | -188.9% | -33.5% |
| 5Y | -32.5% | +157.6% | -190.1% | -51.2% |
| 10Y | -66.0% | +910.4% | -976.3% | -84.6% |
| All | -29.0% | +5,315.5% | -5,344.5% | -84.1% |
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