-9.7%
AFRM vs HALO
+49.6%
-59.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.1% |
| 7D | -10.3% | -22.0% | +11.7% | -6.7% |
| 30D | -13.7% | -8.5% | -5.3% | -12.1% |
| 3M | -11.6% | -0.9% | -10.6% | -10.8% |
| 6M | +2.1% | +53.1% | -51.0% | -8.6% |
| YTD | -8.9% | +51.1% | -59.9% | -19.3% |
| 1Y | -9.7% | +45.0% | -54.7% | -18.7% |
| All | -9.7% | +49.6% | -59.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling