+24.5%
ALAB vs HALO
+92.7%
-68.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -4.6% |
| 7D | -24.9% | +0.2% | -25.1% | -24.9% |
| 30D | -38.4% | +20.3% | -58.7% | -39.3% |
| 3M | -38.3% | +56.6% | -94.9% | -41.3% |
| 6M | +10.9% | +101.9% | -90.9% | -1.0% |
| YTD | +34.2% | +93.7% | -59.5% | +21.8% |
| 1Y | +24.5% | +91.5% | -67.0% | +13.1% |
| All | +24.5% | +92.7% | -68.2% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling