+71.2%
HALO vs ADVB
-97.4%
+168.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | +0.1% |
| 7D | -19.9% | -4.1% | -15.8% | -20.0% |
| 30D | -6.7% | -60.3% | +53.5% | -7.8% |
| 3M | +0.4% | -73.3% | +73.7% | -1.3% |
| 6M | +60.6% | -65.9% | +126.5% | +59.5% |
| YTD | +53.0% | -63.9% | +116.9% | +51.4% |
| 1Y | +51.4% | -74.1% | +125.6% | +49.3% |
| All | +71.2% | -97.4% | +168.6% | +79.9% |
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