+35.4%
AVAV vs HALO
+165.1%
-129.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +9.9% | -22.0% | +31.9% | +14.8% |
| 30D | -5.4% | -8.5% | +3.1% | -4.6% |
| 3M | -36.5% | -0.9% | -35.6% | -37.2% |
| 6M | -25.3% | +53.1% | -78.4% | -32.7% |
| YTD | -48.6% | +51.1% | -99.7% | -53.7% |
| 1Y | -62.1% | +45.0% | -107.1% | -65.6% |
| 3Y | +2.3% | +173.0% | -170.7% | -25.6% |
| 5Y | +35.4% | +163.6% | -128.2% | -9.9% |
| All | +35.4% | +165.1% | -129.8% | -9.9% |
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