-35.1%
AUR vs HALO
+158.6%
-193.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.4% |
| 30D | -6.4% | +5.3% | -11.7% | -8.4% |
| 3M | +7.7% | +51.6% | -43.9% | -9.4% |
| 6M | +44.5% | +61.3% | -16.8% | +17.8% |
| YTD | +67.4% | +59.3% | +8.2% | +36.8% |
| 1Y | +15.4% | +38.3% | -22.8% | -0.8% |
| 3Y | +94.8% | +185.9% | -91.0% | +11.5% |
| All | -35.1% | +158.6% | -193.7% | -67.9% |
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