+11.9%
ACN vs HALO
+92.7%
-80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.8% |
| 7D | +8.6% | +0.2% | +8.3% | +8.6% |
| 30D | +36.6% | +20.3% | +16.2% | +37.2% |
| 3M | +56.3% | +56.6% | -0.3% | +56.4% |
| 6M | +49.7% | +101.9% | -52.2% | +53.6% |
| YTD | +1.3% | +93.7% | -92.3% | +5.5% |
| 1Y | +11.9% | +91.5% | -79.6% | +15.3% |
| All | +11.9% | +92.7% | -80.8% | +15.3% |
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