+5.9%
ABT vs HALO
+178.1%
-172.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -2.7% | -3.2% | -5.6% |
| 30D | -8.1% | +5.3% | -13.4% | -8.6% |
| 3M | +14.5% | +51.6% | -37.0% | +9.2% |
| 6M | -6.3% | +61.3% | -67.5% | -11.3% |
| YTD | -17.1% | +59.3% | -76.4% | -21.6% |
| 1Y | -21.4% | +38.3% | -59.6% | -24.7% |
| 3Y | +5.9% | +185.9% | -179.9% | -7.7% |
| All | +5.9% | +178.1% | -172.2% | -7.7% |
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