+14.1%
ADP vs HALO
+178.6%
-164.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -5.7% | -2.1% | -3.6% | -5.5% |
| 30D | -3.1% | +4.6% | -7.7% | -3.4% |
| 3M | +15.6% | +50.2% | -34.6% | +11.8% |
| 6M | +20.8% | +57.6% | -36.8% | +16.3% |
| YTD | +4.7% | +59.6% | -54.8% | +0.4% |
| 1Y | -8.3% | +41.2% | -49.5% | -11.0% |
| All | +14.1% | +178.6% | -164.5% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling