+16.0%
AA vs HALO
+92.7%
-76.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -6.4% | +20.3% | -26.8% | -9.5% |
| 3M | -13.0% | +56.6% | -69.6% | -20.4% |
| 6M | -34.6% | +101.9% | -136.5% | -43.2% |
| YTD | -23.0% | +93.7% | -116.7% | -34.9% |
| 1Y | +16.0% | +91.5% | -75.6% | -1.7% |
| All | +16.0% | +92.7% | -76.7% | -1.7% |
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