+5.0%
UAL vs HALO
+47.3%
-42.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +0.7% | +4.6% | -3.9% | -0.3% |
| 30D | -16.1% | +31.8% | -47.9% | -21.6% |
| 3M | +6.1% | +53.9% | -47.8% | -6.0% |
| 6M | +10.8% | +57.4% | -46.5% | -3.6% |
| YTD | -0.4% | +63.7% | -64.1% | -13.6% |
| 1Y | +5.0% | +50.1% | -45.1% | -9.8% |
| All | +5.0% | +47.3% | -42.2% | -9.8% |
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