-18.2%
AA vs HALO
+2,448.5%
-2,466.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +1.7% | +0.5% | +1.1% | +1.5% |
| 30D | +3.3% | +5.0% | -1.7% | +2.4% |
| 3M | -29.4% | +53.1% | -82.5% | -35.2% |
| 6M | -12.8% | +60.8% | -73.6% | -20.9% |
| YTD | -2.1% | +60.9% | -63.1% | -11.4% |
| 1Y | +62.8% | +42.8% | +20.0% | +50.5% |
| 3Y | +90.5% | +181.3% | -90.8% | +49.2% |
| 5Y | +19.1% | +157.6% | -138.5% | -6.5% |
| 10Y | +124.8% | +910.4% | -785.6% | +31.6% |
| All | -18.2% | +2,448.5% | -2,466.7% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling