+169.7%
HALO vs ABCL
-8.0%
+177.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -19.9% | +2.3% | -22.2% | -20.3% |
| 30D | -6.7% | -0.7% | -6.1% | -7.0% |
| 3M | +0.4% | +33.4% | -33.1% | -4.1% |
| 6M | +60.6% | +137.8% | -77.2% | +40.4% |
| YTD | +53.0% | +264.3% | -211.3% | +25.2% |
| 1Y | +51.4% | +209.2% | -157.8% | +26.2% |
| 3Y | +176.5% | +208.4% | -32.0% | +114.3% |
| 5Y | +169.7% | -11.9% | +181.6% | +146.7% |
| All | +169.7% | -8.0% | +177.7% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling