+117.0%
AA vs HALO
+979.6%
-862.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.7% |
| 30D | -5.8% | +5.3% | -11.1% | -7.0% |
| 3M | -29.9% | +51.6% | -81.5% | -37.5% |
| 6M | -27.0% | +61.3% | -88.3% | -36.1% |
| YTD | -8.7% | +59.3% | -68.0% | -20.1% |
| 1Y | +50.6% | +38.3% | +12.4% | +36.5% |
| 3Y | +74.1% | +185.9% | -111.8% | +21.5% |
| 5Y | +2.6% | +159.9% | -157.3% | -27.9% |
| All | +117.0% | +979.6% | -862.6% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling