+67.2%
ADM vs HALO
+157.2%
-90.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.0% | -3.4% | +6.4% | +3.3% |
| 30D | +8.7% | +4.3% | +4.4% | +8.3% |
| 3M | +7.6% | +51.8% | -44.2% | +3.7% |
| 6M | +26.9% | +57.8% | -30.9% | +21.7% |
| YTD | +54.3% | +59.0% | -4.7% | +47.6% |
| 1Y | +45.7% | +41.2% | +4.5% | +40.8% |
| 3Y | +21.9% | +177.8% | -155.9% | +6.4% |
| 5Y | +67.2% | +159.5% | -92.3% | +47.1% |
| All | +67.2% | +157.2% | -90.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling