+1,320.5%
ADP vs HALO
+2,492.7%
-1,172.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | +4.6% | -8.0% | -3.9% |
| 30D | +2.8% | +31.8% | -29.0% | -0.4% |
| 3M | +20.9% | +53.9% | -33.0% | +15.2% |
| 6M | +29.9% | +57.4% | -27.5% | +23.2% |
| YTD | +9.6% | +63.7% | -54.1% | +3.3% |
| 1Y | -5.3% | +50.1% | -55.4% | -10.0% |
| 3Y | +16.5% | +157.3% | -140.9% | +2.4% |
| 5Y | +49.4% | +161.0% | -111.6% | +29.8% |
| 10Y | +282.2% | +1,018.7% | -736.5% | +178.4% |
| All | +1,320.5% | +2,492.7% | -1,172.3% | +741.9% |
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