+251.3%
UAL vs HALO
+5,328.1%
-5,076.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +0.7% | +4.6% | -3.9% | -0.5% |
| 30D | -16.1% | +31.8% | -47.9% | -22.4% |
| 3M | +6.1% | +53.9% | -47.8% | -5.7% |
| 6M | +10.8% | +57.4% | -46.5% | -2.2% |
| YTD | -0.4% | +63.7% | -64.1% | -13.2% |
| 1Y | +5.0% | +50.1% | -45.1% | -6.8% |
| 3Y | +124.0% | +157.3% | -33.3% | +65.7% |
| 5Y | +141.0% | +161.0% | -20.0% | +73.7% |
| 10Y | +118.0% | +1,018.7% | -900.7% | -1.0% |
| All | +251.3% | +5,328.1% | -5,076.7% | -17.7% |
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 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