+1,198.6%
ADI vs HALO
+2,426.8%
-1,228.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | +2.6% | -2.1% | +4.7% | +2.9% |
| 30D | -4.6% | +4.6% | -9.3% | -5.3% |
| 3M | -9.5% | +50.2% | -59.7% | -14.9% |
| 6M | +14.8% | +57.6% | -42.8% | +7.2% |
| YTD | +35.8% | +59.6% | -23.8% | +26.3% |
| 1Y | +48.9% | +41.2% | +7.8% | +40.7% |
| 3Y | +115.6% | +178.9% | -63.3% | +81.1% |
| 5Y | +135.1% | +160.1% | -25.0% | +97.1% |
| 10Y | +636.4% | +967.5% | -331.1% | +403.4% |
| All | +1,198.6% | +2,426.8% | -1,228.2% | +637.6% |
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