+860.2%
AFL vs HALO
+2,422.4%
-1,562.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -4.0% | +5.3% | -9.3% | -4.8% |
| 3M | -0.5% | +51.6% | -52.1% | -6.9% |
| 6M | +6.5% | +61.3% | -54.7% | -1.4% |
| YTD | +6.2% | +59.3% | -53.1% | -1.8% |
| 1Y | +8.3% | +38.3% | -30.0% | +2.1% |
| 3Y | +62.5% | +185.9% | -123.3% | +33.7% |
| 5Y | +136.2% | +159.9% | -23.8% | +93.2% |
| 10Y | +301.4% | +965.6% | -664.2% | +150.7% |
| All | +860.2% | +2,422.4% | -1,562.1% | +321.9% |
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