+25.3%
ADP vs HALO
+42.6%
-17.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | +2.2% | -3.2% | +5.4% | +2.1% |
| 30D | +10.6% | -14.2% | +24.7% | +10.3% |
| 3M | +12.9% | -0.4% | +13.3% | +13.4% |
| 6M | +50.6% | +43.2% | +7.5% | +54.3% |
| YTD | +23.2% | +49.0% | -25.8% | +27.4% |
| 1Y | +25.3% | +40.8% | -15.6% | +29.3% |
| All | +25.3% | +42.6% | -17.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling