+74.2%
AA vs HALO
+177.6%
-103.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | -5.4% | -3.4% | -2.0% | -4.9% |
| 30D | -10.7% | +4.3% | -15.0% | -11.3% |
| 3M | -26.2% | +51.8% | -77.9% | -30.7% |
| 6M | -20.9% | +57.8% | -78.7% | -26.4% |
| YTD | -8.6% | +59.0% | -67.6% | -15.3% |
| 1Y | +57.4% | +41.2% | +16.2% | +48.1% |
| All | +74.2% | +177.6% | -103.3% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling