+83.2%
HALO vs ADVB
-88.3%
+171.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +4.6% | -3.8% | +8.4% | +4.6% |
| 30D | +31.8% | +17.6% | +14.3% | +32.3% |
| 3M | +53.9% | +119.1% | -65.2% | +55.3% |
| 6M | +57.4% | +103.4% | -46.0% | +58.7% |
| YTD | +63.7% | +59.8% | +3.9% | +65.0% |
| 1Y | +50.1% | +8.5% | +41.6% | +50.8% |
| All | +83.2% | -88.3% | +171.5% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling