-36.3%
BABA vs HALO
+49.6%
-85.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -3.6% | -22.0% | +18.4% | -2.8% |
| 30D | -8.4% | -8.5% | +0.1% | -8.6% |
| 3M | -20.6% | -0.9% | -19.7% | -21.2% |
| 6M | -25.4% | +53.1% | -78.5% | -29.9% |
| YTD | -30.1% | +51.1% | -81.2% | -36.7% |
| 1Y | -36.3% | +45.0% | -81.3% | -40.6% |
| All | -36.3% | +49.6% | -85.9% | -40.6% |
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 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