+80.2%
ALB vs HALO
+977.5%
-897.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -7.6% | -3.4% | -4.2% | -6.9% |
| 30D | -5.6% | +4.3% | -9.9% | -6.6% |
| 3M | -16.8% | +51.8% | -68.6% | -25.0% |
| 6M | -26.3% | +57.8% | -84.1% | -34.5% |
| YTD | -13.2% | +59.0% | -72.2% | -23.1% |
| 1Y | +68.8% | +41.2% | +27.6% | +53.4% |
| 3Y | -30.7% | +177.8% | -208.5% | -48.7% |
| 5Y | -46.3% | +159.5% | -205.7% | -60.4% |
| All | +80.2% | +977.5% | -897.3% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling