-45.4%
ALB vs HALO
+158.6%
-204.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | -2.7% | -3.9% | -6.0% |
| 30D | -8.1% | +5.3% | -13.4% | -9.4% |
| 3M | -25.7% | +51.6% | -77.2% | -33.9% |
| 6M | -29.5% | +61.3% | -90.7% | -38.7% |
| YTD | -16.2% | +59.3% | -75.5% | -27.0% |
| 1Y | +59.2% | +38.3% | +21.0% | +43.9% |
| 3Y | -33.7% | +185.9% | -219.6% | -55.6% |
| All | -45.4% | +158.6% | -204.0% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling