+93.1%
ACN vs HALO
+979.6%
-886.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | +2.1% | +5.3% | -3.2% | +1.2% |
| 3M | +11.1% | +51.6% | -40.5% | +3.7% |
| 6M | -6.8% | +61.3% | -68.1% | -14.1% |
| YTD | -30.0% | +59.3% | -89.3% | -35.6% |
| 1Y | -23.1% | +38.3% | -61.4% | -27.7% |
| 3Y | -40.4% | +185.9% | -226.3% | -52.2% |
| 5Y | -41.6% | +159.9% | -201.5% | -53.2% |
| All | +93.1% | +979.6% | -886.5% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling