+14.9%
BABA vs HALO
+922.9%
-908.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -3.6% | -22.0% | +18.4% | +0.3% |
| 30D | -8.4% | -8.5% | +0.1% | -7.4% |
| 3M | -20.6% | -0.9% | -19.7% | -21.0% |
| 6M | -25.4% | +53.1% | -78.5% | -31.8% |
| YTD | -30.1% | +51.1% | -81.2% | -36.2% |
| 1Y | -36.3% | +45.0% | -81.3% | -41.4% |
| 3Y | +30.4% | +173.0% | -142.6% | +2.0% |
| 5Y | -35.7% | +163.6% | -199.4% | -50.3% |
| 10Y | +16.0% | +708.3% | -692.3% | -31.2% |
| All | +14.9% | +922.9% | -908.0% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling