+763.3%
ADM vs HALO
+2,448.5%
-1,685.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +11.0% | +5.0% | +6.0% | +10.4% |
| 3M | +6.0% | +53.1% | -47.1% | +1.2% |
| 6M | +26.9% | +60.8% | -33.8% | +20.4% |
| YTD | +50.0% | +60.9% | -10.9% | +42.1% |
| 1Y | +39.6% | +42.8% | -3.2% | +33.6% |
| 3Y | +18.5% | +181.3% | -162.7% | +3.8% |
| 5Y | +62.6% | +157.6% | -95.0% | +41.8% |
| 10Y | +162.4% | +910.4% | -747.9% | +91.2% |
| All | +763.3% | +2,448.5% | -1,685.2% | +420.8% |
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