+41.0%
AVAV vs HALO
+149.7%
-108.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +3.2% | +0.5% | +2.6% | +3.1% |
| 30D | -20.3% | +5.0% | -25.4% | -21.3% |
| 3M | -19.4% | +53.1% | -72.6% | -26.7% |
| 6M | -35.3% | +60.8% | -96.0% | -41.9% |
| YTD | -38.5% | +60.9% | -99.4% | -44.8% |
| 1Y | -37.2% | +42.8% | -80.0% | -42.4% |
| 3Y | +31.1% | +181.3% | -150.1% | -4.7% |
| 5Y | +41.0% | +157.6% | -116.6% | -4.5% |
| All | +41.0% | +149.7% | -108.7% | -4.5% |
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 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