-29.2%
ALB vs HALO
+178.6%
-207.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -8.6% | -2.1% | -6.5% | -8.2% |
| 30D | -4.0% | +4.6% | -8.7% | -5.0% |
| 3M | -17.4% | +50.2% | -67.6% | -24.6% |
| 6M | -25.4% | +57.6% | -83.0% | -33.0% |
| YTD | -10.5% | +59.6% | -70.1% | -20.0% |
| 1Y | +75.8% | +41.2% | +34.7% | +61.6% |
| All | -29.2% | +178.6% | -207.8% | -53.3% |
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