+137.7%
UAL vs HALO
+149.7%
-11.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | +3.5% | +0.5% | +2.9% | +3.3% |
| 30D | -16.5% | +5.0% | -21.5% | -17.6% |
| 3M | +2.8% | +53.1% | -50.4% | -9.0% |
| 6M | +17.6% | +60.8% | -43.2% | +2.6% |
| YTD | -3.2% | +60.9% | -64.1% | -15.7% |
| 1Y | +0.4% | +42.8% | -42.4% | -10.1% |
| 3Y | +128.2% | +181.3% | -53.1% | +58.8% |
| 5Y | +137.7% | +157.6% | -19.8% | +47.0% |
| All | +137.7% | +149.7% | -11.9% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling