+61.5%
ALB vs HALO
+47.3%
+14.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -8.1% | +4.6% | -12.7% | -8.2% |
| 30D | +6.3% | +31.8% | -25.6% | +5.2% |
| 3M | -23.6% | +53.9% | -77.5% | -24.0% |
| 6M | -24.6% | +57.4% | -82.0% | -24.5% |
| YTD | -10.3% | +63.7% | -74.0% | -9.2% |
| 1Y | +61.5% | +50.1% | +11.3% | +58.2% |
| All | +61.5% | +47.3% | +14.2% | +58.2% |
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