+100.0%
UAL vs HALO
+977.5%
-877.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -3.4% | +1.4% | -1.1% |
| 30D | -15.7% | +4.3% | -20.0% | -16.6% |
| 3M | +3.6% | +51.8% | -48.2% | -7.5% |
| 6M | +16.9% | +57.8% | -40.9% | +3.2% |
| YTD | -4.8% | +59.0% | -63.8% | -16.2% |
| 1Y | -0.9% | +41.2% | -42.1% | -10.5% |
| 3Y | +124.5% | +177.8% | -53.4% | +62.9% |
| 5Y | +140.2% | +159.5% | -19.3% | +72.8% |
| All | +100.0% | +977.5% | -877.6% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling