+91.5%
HALO vs ABCL
+138.2%
-46.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.2% | -10.0% | +10.2% | +1.0% |
| 30D | +20.3% | -10.9% | +31.2% | +21.2% |
| 3M | +56.6% | +101.6% | -45.0% | +45.6% |
| 6M | +101.9% | +167.5% | -65.7% | +81.4% |
| YTD | +93.7% | +259.1% | -165.4% | +67.5% |
| 1Y | +91.5% | +152.2% | -60.6% | +69.4% |
| All | +91.5% | +138.2% | -46.7% | +69.4% |
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