+78.5%
HALO vs ADVB
-89.4%
+167.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.9% |
| 7D | -2.1% | -13.0% | +10.9% | -2.2% |
| 30D | +4.6% | +7.5% | -2.8% | +4.8% |
| 3M | +50.2% | +129.1% | -78.9% | +51.4% |
| 6M | +57.6% | +71.7% | -14.1% | +58.8% |
| YTD | +59.6% | +45.5% | +14.0% | +60.7% |
| 1Y | +41.2% | -2.7% | +43.9% | +41.7% |
| All | +78.5% | -89.4% | +167.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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