+27.5%
UAL vs HALO
+92.7%
-65.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.6% | +7.7% |
| 7D | +11.9% | +0.2% | +11.7% | +11.9% |
| 30D | +5.2% | +20.3% | -15.1% | +1.1% |
| 3M | -12.7% | +56.6% | -69.3% | -21.8% |
| 6M | +28.5% | +101.9% | -73.3% | +3.9% |
| YTD | +3.5% | +93.7% | -90.1% | -14.8% |
| 1Y | +27.5% | +91.5% | -64.0% | +4.7% |
| All | +27.5% | +92.7% | -65.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling