+356.8%
ACWI vs HALO
+1,595.2%
-1,238.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.5% | +4.6% | -4.1% | -0.2% |
| 30D | +0.9% | +31.8% | -31.0% | -3.7% |
| 3M | +2.4% | +53.9% | -51.5% | -4.6% |
| 6M | +12.4% | +57.4% | -45.0% | +4.2% |
| YTD | +15.2% | +63.7% | -48.6% | +5.9% |
| 1Y | +22.7% | +50.1% | -27.4% | +14.1% |
| 3Y | +75.8% | +157.3% | -81.6% | +46.0% |
| 5Y | +67.7% | +161.0% | -93.3% | +36.4% |
| 10Y | +229.0% | +1,018.7% | -789.7% | +101.5% |
| All | +356.8% | +1,595.2% | -1,238.4% | +72.6% |
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