+85.2%
AZO vs HALO
+158.6%
-73.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | -5.6% | +5.3% | -10.9% | -6.1% |
| 3M | -6.6% | +51.6% | -58.2% | -11.0% |
| 6M | -22.5% | +61.3% | -83.8% | -26.7% |
| YTD | -15.2% | +59.3% | -74.5% | -19.8% |
| 1Y | -33.9% | +38.3% | -72.2% | -36.7% |
| 3Y | +11.8% | +185.9% | -174.1% | -4.8% |
| All | +85.2% | +158.6% | -73.4% | +53.8% |
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