+231.8%
ACWI vs HALO
+924.7%
-692.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.3% |
| 30D | -0.6% | +4.6% | -5.2% | -1.3% |
| 3M | +4.3% | +50.2% | -46.0% | -2.4% |
| 6M | +12.7% | +57.6% | -44.9% | +4.5% |
| YTD | +13.9% | +59.6% | -45.6% | +5.3% |
| 1Y | +20.5% | +41.2% | -20.7% | +13.3% |
| 3Y | +76.5% | +178.9% | -102.3% | +44.1% |
| 5Y | +67.5% | +160.1% | -92.6% | +35.6% |
| 10Y | +231.8% | +967.5% | -735.6% | +119.8% |
| All | +231.8% | +924.7% | -692.9% | +119.8% |
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