+61.0%
AA vs HALO
+47.3%
+13.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.7% | +4.6% | -5.3% | -1.7% |
| 30D | +5.0% | +31.8% | -26.8% | -1.0% |
| 3M | -35.8% | +53.9% | -89.7% | -41.2% |
| 6M | -18.4% | +57.4% | -75.8% | -25.9% |
| YTD | -5.5% | +63.7% | -69.2% | -17.2% |
| 1Y | +61.0% | +50.1% | +10.8% | +42.7% |
| All | +61.0% | +47.3% | +13.7% | +42.7% |
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 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