-70.2%
AAOX vs HALO
+71.5%
-141.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -8.4% |
| 7D | +5.4% | -3.4% | +8.8% | +6.8% |
| 30D | -47.7% | +4.3% | -52.0% | -49.3% |
| 3M | -78.6% | +51.8% | -130.4% | -84.2% |
| All | -70.2% | +71.5% | -141.7% | -79.2% |
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 · Available span rolling