+162.8%
HALO vs AMBA
-70.4%
+233.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.8% | -16.5% |
| 7D | -20.8% | -7.2% | -13.6% | -20.2% |
| 30D | -6.5% | -10.4% | +3.9% | -5.4% |
| 3M | +20.8% | -30.1% | +51.0% | +26.0% |
| 6M | +56.2% | -22.4% | +78.6% | +56.8% |
| YTD | +54.0% | -17.3% | +71.3% | +51.6% |
| 1Y | +51.5% | -35.4% | +86.9% | +54.3% |
| 3Y | +193.9% | +18.6% | +175.3% | +153.9% |
| All | +162.8% | -70.4% | +233.2% | +171.6% |
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