+1,129.0%
ABBV vs HALO
+1,440.7%
-311.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -4.1% | -2.1% | -2.1% | -3.8% |
| 30D | +1.2% | +4.6% | -3.5% | +0.4% |
| 3M | +12.1% | +50.2% | -38.1% | +4.5% |
| 6M | +12.0% | +57.6% | -45.6% | +3.4% |
| YTD | +12.4% | +59.6% | -47.2% | +3.4% |
| 1Y | +22.9% | +41.2% | -18.2% | +15.2% |
| 3Y | +86.8% | +178.9% | -92.1% | +52.3% |
| 5Y | +181.0% | +160.1% | +20.9% | +126.6% |
| 10Y | +497.0% | +967.5% | -470.5% | +259.3% |
| All | +1,129.0% | +1,440.7% | -311.7% | +625.9% |
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 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