+35.4%
BABA vs HALO
+177.0%
-141.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.7% |
| 7D | +3.8% | -20.2% | +24.0% | +4.9% |
| 30D | -5.4% | -6.8% | +1.4% | -5.3% |
| 3M | -17.9% | -0.2% | -17.7% | -18.2% |
| 6M | -24.1% | +60.5% | -84.6% | -27.0% |
| YTD | -27.4% | +52.9% | -80.4% | -30.1% |
| 1Y | -36.1% | +50.8% | -86.9% | -38.4% |
| 3Y | +35.4% | +180.6% | -145.2% | +17.0% |
| All | +35.4% | +177.0% | -141.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling