+156.6%
HALO vs AMBA
-54.5%
+211.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.6% | -11.0% | +15.6% | +6.2% |
| 30D | +31.8% | -23.2% | +55.0% | +36.5% |
| 3M | +53.9% | -12.7% | +66.6% | +54.0% |
| 6M | +57.4% | +11.2% | +46.2% | +50.0% |
| YTD | +63.7% | -11.2% | +75.0% | +60.6% |
| 1Y | +50.1% | -22.5% | +72.7% | +48.9% |
| 3Y | +157.3% | -1.3% | +158.7% | +132.2% |
| All | +156.6% | -54.5% | +211.1% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling