-40.8%
ACI vs HALO
+157.2%
-198.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -7.1% | -3.4% | -3.7% | -6.9% |
| 30D | -4.5% | +4.3% | -8.8% | -4.8% |
| 3M | -22.3% | +51.8% | -74.0% | -24.8% |
| 6M | -28.4% | +57.8% | -86.2% | -31.0% |
| YTD | -29.5% | +59.0% | -88.5% | -32.2% |
| 1Y | -34.2% | +41.2% | -75.4% | -36.1% |
| 3Y | -45.7% | +177.8% | -223.5% | -50.7% |
| 5Y | -40.8% | +159.5% | -200.2% | -46.2% |
| All | -40.8% | +157.2% | -198.0% | -46.2% |
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 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