+50.1%
HALO vs ABCL
+186.8%
-136.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +4.6% | +0.7% | +3.9% | +4.5% |
| 30D | +31.8% | +93.1% | -61.3% | +23.9% |
| 3M | +53.9% | +79.4% | -25.5% | +45.1% |
| 6M | +57.4% | +214.9% | -157.5% | +40.4% |
| YTD | +63.7% | +234.2% | -170.5% | +45.0% |
| 1Y | +50.1% | +174.8% | -124.6% | +30.1% |
| All | +50.1% | +186.8% | -136.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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