-31.5%
ACI vs HALO
+47.3%
-78.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.2% | +4.6% | -4.4% | +0.3% |
| 30D | +5.9% | +31.8% | -25.9% | +7.1% |
| 3M | -19.8% | +53.9% | -73.7% | -18.9% |
| 6M | -24.7% | +57.4% | -82.1% | -23.8% |
| YTD | -24.4% | +63.7% | -88.1% | -23.9% |
| 1Y | -31.5% | +50.1% | -81.6% | -32.0% |
| All | -31.5% | +47.3% | -78.8% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling