+236.1%
ALNY vs HALO
+979.6%
-743.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -2.7% | -3.8% | -5.6% |
| 30D | +11.0% | +5.3% | +5.7% | +9.0% |
| 3M | -14.1% | +51.6% | -65.6% | -26.9% |
| 6M | -22.4% | +61.3% | -83.6% | -35.7% |
| YTD | -37.5% | +59.3% | -96.7% | -48.1% |
| 1Y | -46.9% | +38.3% | -85.2% | -53.8% |
| 3Y | +22.1% | +185.9% | -163.8% | -24.4% |
| 5Y | +31.2% | +159.9% | -128.7% | -19.0% |
| All | +236.1% | +979.6% | -743.5% | -9.4% |
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