+187.2%
ABBV vs HALO
+157.2%
+30.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +14.2% | +51.8% | -37.6% | +7.3% |
| 6M | +14.1% | +57.8% | -43.7% | +6.4% |
| YTD | +14.2% | +59.0% | -44.7% | +6.4% |
| 1Y | +24.2% | +41.2% | -16.9% | +17.4% |
| 3Y | +89.8% | +177.8% | -88.1% | +61.9% |
| 5Y | +187.2% | +159.5% | +27.7% | +146.9% |
| All | +187.2% | +157.2% | +30.0% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling