+1,143.9%
ALB vs HALO
+2,492.7%
-1,348.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.4% |
| 7D | -8.1% | +4.6% | -12.7% | -8.8% |
| 30D | +6.3% | +31.8% | -25.6% | +1.2% |
| 3M | -23.6% | +53.9% | -77.5% | -29.2% |
| 6M | -24.6% | +57.4% | -82.0% | -30.7% |
| YTD | -10.3% | +63.7% | -74.0% | -18.1% |
| 1Y | +61.5% | +50.1% | +11.3% | +49.2% |
| 3Y | -34.0% | +157.3% | -191.3% | -45.5% |
| 5Y | -44.6% | +161.0% | -205.6% | -54.9% |
| 10Y | +76.1% | +1,018.7% | -942.6% | +10.4% |
| All | +1,143.9% | +2,492.7% | -1,348.8% | +464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling