+801.2%
HALO vs AMBA
+12.8%
+788.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.6% |
| 7D | -20.2% | 0.0% | -20.1% | -20.4% |
| 30D | -6.8% | -8.6% | +1.8% | -5.7% |
| 3M | -0.2% | -29.0% | +28.8% | +5.2% |
| 6M | +60.5% | -19.2% | +79.7% | +60.0% |
| YTD | +52.9% | -13.0% | +65.9% | +48.3% |
| 1Y | +50.8% | -31.3% | +82.1% | +52.3% |
| 3Y | +180.6% | +28.1% | +152.4% | +129.9% |
| 5Y | +166.6% | -69.4% | +236.0% | +180.6% |
| 10Y | +801.2% | +7.6% | +793.6% | +463.3% |
| All | +801.2% | +12.8% | +788.4% | +463.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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