-32.7%
ACI vs HALO
+41.1%
-73.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.3% |
| 7D | -3.7% | -2.7% | -1.0% | -3.8% |
| 30D | +0.6% | +5.3% | -4.7% | +0.9% |
| 3M | -20.3% | +51.6% | -71.9% | -19.5% |
| 6M | -24.7% | +61.3% | -85.9% | -24.0% |
| YTD | -27.2% | +59.3% | -86.5% | -26.6% |
| 1Y | -32.7% | +38.3% | -71.0% | -34.1% |
| All | -32.7% | +41.1% | -73.8% | -34.1% |
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