-6.0%
ADP vs HALO
+40.2%
-46.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -5.7% | -3.4% | -2.3% | -5.8% |
| 30D | -1.4% | +4.3% | -5.7% | -1.2% |
| 3M | +16.6% | +51.8% | -35.2% | +18.3% |
| 6M | +24.9% | +57.8% | -32.9% | +27.4% |
| YTD | +5.6% | +59.0% | -53.4% | +7.4% |
| 1Y | -6.0% | +41.2% | -47.2% | -3.1% |
| All | -6.0% | +40.2% | -46.3% | -3.1% |
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 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