+16.7%
BABA vs HALO
+924.7%
-908.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.7% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | -17.3% | +4.6% | -22.0% | -18.0% |
| 3M | -7.8% | +50.2% | -58.0% | -14.7% |
| 6M | -16.8% | +57.6% | -74.4% | -23.8% |
| YTD | -24.7% | +59.6% | -84.2% | -31.4% |
| 1Y | -24.9% | +41.2% | -66.1% | -30.3% |
| 3Y | +29.1% | +178.9% | -149.8% | +0.9% |
| 5Y | -30.5% | +160.1% | -190.6% | -46.1% |
| 10Y | +16.7% | +967.5% | -950.8% | -28.0% |
| All | +16.7% | +924.7% | -908.0% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling