+250.9%
UAL vs HALO
+4,859.1%
-4,608.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -5.8% |
| 7D | +0.7% | -18.1% | +18.8% | +5.4% |
| 30D | +7.8% | -8.2% | +15.9% | +9.4% |
| 3M | -11.1% | -1.1% | -10.0% | -11.5% |
| 6M | +16.1% | +41.9% | -25.8% | +4.4% |
| YTD | -0.5% | +49.6% | -50.1% | -11.9% |
| 1Y | +11.3% | +42.5% | -31.2% | -0.4% |
| 3Y | +192.8% | +170.3% | +22.6% | +113.0% |
| 5Y | +123.3% | +158.4% | -35.1% | +60.6% |
| 10Y | +84.6% | +700.2% | -615.6% | -8.1% |
| All | +250.9% | +4,859.1% | -4,608.2% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling