+226.1%
ACWI vs HALO
+692.7%
-466.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +2.7% | -18.1% | +20.8% | +5.6% |
| 30D | -2.6% | -8.2% | +5.6% | -1.6% |
| 3M | -3.2% | -1.1% | -2.1% | -3.4% |
| 6M | +1.9% | +41.9% | -40.1% | -4.5% |
| YTD | +11.3% | +49.6% | -38.2% | +3.2% |
| 1Y | +11.7% | +42.5% | -30.9% | +4.2% |
| 3Y | +74.4% | +170.3% | -95.9% | +41.4% |
| 5Y | +59.5% | +158.4% | -98.9% | +27.4% |
| All | +226.1% | +692.7% | -466.5% | +117.2% |
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