+19.3%
ACI vs HALO
+322.5%
-303.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.3% |
| 7D | -5.0% | -2.1% | -3.0% | -4.9% |
| 30D | -2.3% | +4.6% | -7.0% | -2.6% |
| 3M | -23.2% | +50.2% | -73.4% | -25.6% |
| 6M | -29.5% | +57.6% | -87.1% | -32.0% |
| YTD | -28.6% | +59.6% | -88.2% | -31.3% |
| 1Y | -34.0% | +41.2% | -75.2% | -36.0% |
| 3Y | -45.0% | +178.9% | -223.8% | -50.0% |
| 5Y | -44.0% | +160.1% | -204.1% | -49.5% |
| All | +19.3% | +322.5% | -303.2% | -1.5% |
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