+56.2%
HALO vs AMBA
-23.1%
+79.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.8% | -15.7% |
| 7D | -20.8% | -7.2% | -13.6% | -20.6% |
| 30D | -6.5% | -10.4% | +3.9% | -6.2% |
| 3M | +20.8% | -30.1% | +51.0% | +21.5% |
| 6M | +56.2% | -22.4% | +78.6% | +56.4% |
| All | +56.2% | -23.1% | +79.2% | +56.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling