+11.7%
BABA vs HALO
+692.7%
-681.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.9% |
| 7D | -12.7% | -18.1% | +5.4% | -9.8% |
| 30D | -14.9% | -8.2% | -6.7% | -14.0% |
| 3M | -24.6% | -1.1% | -23.5% | -25.0% |
| 6M | -29.3% | +41.9% | -71.3% | -34.7% |
| YTD | -35.0% | +49.6% | -84.6% | -40.9% |
| 1Y | -39.7% | +42.5% | -82.2% | -44.6% |
| 3Y | +21.2% | +170.3% | -149.1% | -7.0% |
| 5Y | -39.9% | +158.4% | -198.3% | -54.5% |
| All | +11.7% | +692.7% | -681.0% | -36.1% |
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