+504.5%
AVAV vs HALO
+1,355.6%
-851.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.2% | +4.6% | -6.8% | -3.0% |
| 30D | -13.9% | +31.8% | -45.8% | -18.0% |
| 3M | -29.2% | +53.9% | -83.1% | -34.3% |
| 6M | -36.1% | +57.4% | -93.5% | -41.1% |
| YTD | -40.2% | +63.7% | -103.9% | -45.3% |
| 1Y | -36.2% | +50.1% | -86.3% | -40.9% |
| 3Y | +47.5% | +157.3% | -109.8% | +20.7% |
| 5Y | +39.3% | +161.0% | -121.7% | +12.2% |
| 10Y | +482.6% | +1,018.7% | -536.1% | +259.2% |
| All | +504.5% | +1,355.6% | -851.1% | +171.6% |
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