+89.8%
ABBV vs HALO
+177.6%
-87.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.0% | -3.4% | +1.4% | -1.5% |
| 30D | +2.0% | +4.3% | -2.3% | +1.3% |
| 3M | +14.2% | +51.8% | -37.6% | +6.7% |
| 6M | +14.1% | +57.8% | -43.7% | +5.8% |
| YTD | +14.2% | +59.0% | -44.7% | +5.7% |
| 1Y | +24.2% | +41.2% | -16.9% | +16.8% |
| All | +89.8% | +177.6% | -87.8% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling