+341.2%
ACWI vs HALO
+1,483.4%
-1,142.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +0.3% | -20.2% | +20.5% | +3.6% |
| 30D | -2.8% | -6.8% | +4.0% | -2.1% |
| 3M | -3.2% | -0.2% | -3.0% | -3.5% |
| 6M | +1.3% | +60.5% | -59.2% | -6.7% |
| YTD | +11.2% | +52.9% | -41.7% | +3.0% |
| 1Y | +13.8% | +50.8% | -37.1% | +5.4% |
| 3Y | +76.2% | +180.6% | -104.4% | +44.1% |
| 5Y | +59.5% | +166.6% | -107.1% | +29.0% |
| 10Y | +222.2% | +801.2% | -579.0% | +104.6% |
| All | +341.2% | +1,483.4% | -1,142.2% | +67.8% |
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 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