+145.2%
HALO vs ABCL
-81.0%
+226.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -18.1% | +4.4% | -22.5% | -18.7% |
| 30D | -8.2% | -7.9% | -0.3% | -7.7% |
| 3M | -1.1% | +12.2% | -13.3% | -3.4% |
| 6M | +41.9% | +134.7% | -92.8% | +24.6% |
| YTD | +49.6% | +239.8% | -190.2% | +24.0% |
| 1Y | +42.5% | +192.7% | -150.2% | +20.1% |
| 3Y | +170.3% | +187.6% | -17.4% | +113.8% |
| 5Y | +158.4% | -22.6% | +181.0% | +135.7% |
| All | +145.2% | -81.0% | +226.2% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling