+80.1%
HALO vs ADVB
-88.8%
+168.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.8% |
| 7D | +0.5% | -14.0% | +14.5% | +0.4% |
| 30D | +5.0% | +41.0% | -35.9% | +5.5% |
| 3M | +53.1% | +127.9% | -74.8% | +54.5% |
| 6M | +60.8% | +101.3% | -40.6% | +62.0% |
| YTD | +60.9% | +53.8% | +7.2% | +62.1% |
| 1Y | +42.8% | +4.4% | +38.4% | +43.4% |
| All | +80.1% | -88.8% | +168.8% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling