+150.9%
HALO vs ABCL
-79.6%
+230.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | +0.4% | +33.4% | -33.1% | -4.0% |
| 6M | +60.6% | +137.8% | -77.2% | +40.8% |
| YTD | +53.0% | +264.3% | -211.3% | +25.8% |
| 1Y | +51.4% | +209.2% | -157.8% | +26.8% |
| 3Y | +176.5% | +208.4% | -32.0% | +117.0% |
| 5Y | +169.7% | -11.9% | +181.6% | +142.4% |
| All | +150.9% | -79.6% | +230.4% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling