+257.6%
ALAB vs HALO
+147.5%
+110.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +16.3% | -3.2% | +19.6% | +16.5% |
| 30D | -26.1% | -14.2% | -12.0% | -25.5% |
| 3M | -31.3% | -0.4% | -30.9% | -31.1% |
| 6M | -1.0% | +43.2% | -44.2% | -2.5% |
| YTD | +33.3% | +49.0% | -15.6% | +31.3% |
| 1Y | +53.5% | +40.8% | +12.7% | +51.2% |
| All | +257.6% | +147.5% | +110.2% | +283.6% |
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