+504.9%
ABBV vs HALO
+979.6%
-474.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | +3.4% | +5.3% | -2.0% | +2.4% |
| 3M | +15.2% | +51.6% | -36.4% | +6.5% |
| 6M | +14.7% | +61.3% | -46.6% | +4.7% |
| YTD | +15.2% | +59.3% | -44.1% | +5.2% |
| 1Y | +20.4% | +38.3% | -17.9% | +12.6% |
| 3Y | +91.3% | +185.9% | -94.5% | +52.3% |
| 5Y | +189.6% | +159.9% | +29.6% | +128.5% |
| All | +504.9% | +979.6% | -474.7% | +232.4% |
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 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