+824.4%
ALB vs HALO
+2,259.3%
-1,434.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | -3.2% | -2.5% | -5.3% |
| 30D | -4.5% | -14.2% | +9.6% | -2.5% |
| 3M | -28.1% | -0.4% | -27.7% | -28.4% |
| 6M | -53.2% | +43.2% | -96.4% | -56.4% |
| YTD | -33.3% | +49.0% | -82.3% | -38.5% |
| 1Y | -17.4% | +40.8% | -58.3% | -23.2% |
| 3Y | -14.1% | +167.4% | -181.5% | -29.8% |
| 5Y | -64.0% | +157.4% | -221.4% | -70.7% |
| 10Y | +32.8% | +697.1% | -664.2% | -12.2% |
| All | +824.4% | +2,259.3% | -1,434.9% | +324.0% |
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