+3.2%
AA vs HALO
+158.6%
-155.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | -5.8% | +5.3% | -11.1% | -6.9% |
| 3M | -29.9% | +51.6% | -81.5% | -36.3% |
| 6M | -27.0% | +61.3% | -88.3% | -34.7% |
| YTD | -8.7% | +59.3% | -68.0% | -18.4% |
| 1Y | +50.6% | +38.3% | +12.4% | +38.6% |
| 3Y | +74.1% | +185.9% | -111.8% | +25.0% |
| All | +3.2% | +158.6% | -155.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling