-29.5%
AZO vs HALO
+47.3%
-76.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.7% | +4.6% | -3.9% | +0.3% |
| 30D | -2.7% | +31.8% | -34.5% | -5.4% |
| 3M | -3.2% | +53.9% | -57.1% | -7.4% |
| 6M | -19.7% | +57.4% | -77.1% | -23.8% |
| YTD | -12.0% | +63.7% | -75.8% | -16.5% |
| 1Y | -29.5% | +50.1% | -79.6% | -32.9% |
| All | -29.5% | +47.3% | -76.8% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling