-29.6%
AFRM vs HALO
+135.7%
-165.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.5% |
| 7D | -10.3% | -22.0% | +11.7% | +0.9% |
| 30D | -13.7% | -8.5% | -5.3% | -10.9% |
| 3M | -11.6% | -0.9% | -10.6% | -12.6% |
| 6M | +2.1% | +53.1% | -51.0% | -22.3% |
| YTD | -8.9% | +51.1% | -59.9% | -30.7% |
| 1Y | -9.7% | +45.0% | -54.7% | -29.9% |
| 3Y | +202.5% | +173.0% | +29.5% | +26.7% |
| 5Y | -55.3% | +163.6% | -218.9% | -81.3% |
| All | -29.6% | +135.7% | -165.3% | -68.5% |
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