-29.3%
AFRM vs HALO
+148.9%
-178.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.0% |
| 7D | -8.0% | -2.1% | -5.9% | -7.0% |
| 30D | -9.8% | +4.6% | -14.4% | -12.0% |
| 3M | +4.7% | +50.2% | -45.6% | -17.6% |
| 6M | +34.1% | +57.6% | -23.5% | +2.4% |
| YTD | -8.4% | +59.6% | -68.0% | -31.4% |
| 1Y | -22.9% | +41.2% | -64.1% | -38.4% |
| 3Y | +203.3% | +178.9% | +24.4% | +27.6% |
| 5Y | -26.0% | +160.1% | -186.1% | -67.7% |
| All | -29.3% | +148.9% | -178.2% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling