+919.0%
ABT vs HALO
+2,426.8%
-1,507.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -4.7% | -2.1% | -2.7% | -4.6% |
| 30D | -3.1% | +4.6% | -7.8% | -3.5% |
| 3M | +16.1% | +50.2% | -34.1% | +11.7% |
| 6M | -5.3% | +57.6% | -62.9% | -9.4% |
| YTD | -14.4% | +59.6% | -74.0% | -18.4% |
| 1Y | -18.4% | +41.2% | -59.6% | -21.3% |
| 3Y | +11.2% | +178.9% | -167.7% | -0.8% |
| 5Y | -9.4% | +160.1% | -169.5% | -19.3% |
| 10Y | +209.7% | +967.5% | -757.7% | +140.4% |
| All | +919.0% | +2,426.8% | -1,507.8% | +561.1% |
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