+28.2%
BABA vs HALO
+1,008.6%
-980.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.8% | +4.6% | -9.4% | -5.5% |
| 30D | -11.9% | +31.8% | -43.7% | -16.5% |
| 3M | -9.3% | +53.9% | -63.2% | -16.6% |
| 6M | -14.2% | +57.4% | -71.6% | -21.6% |
| YTD | -22.0% | +63.7% | -85.8% | -29.4% |
| 1Y | -12.7% | +50.1% | -62.8% | -19.9% |
| 3Y | +26.7% | +157.3% | -130.7% | +0.8% |
| 5Y | -29.3% | +161.0% | -190.3% | -45.0% |
| 10Y | +21.2% | +1,018.7% | -997.4% | -32.2% |
| All | +28.2% | +1,008.6% | -980.4% | -30.2% |
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