+196.5%
AFRM vs HALO
+173.9%
+22.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.1% |
| 7D | -10.3% | -22.0% | +11.7% | -6.1% |
| 30D | -13.7% | -8.5% | -5.3% | -12.4% |
| 3M | -11.6% | -0.9% | -10.6% | -11.5% |
| 6M | +2.1% | +53.1% | -51.0% | -7.5% |
| YTD | -8.9% | +51.1% | -59.9% | -17.3% |
| 1Y | -9.7% | +45.0% | -54.7% | -17.5% |
| All | +196.5% | +173.9% | +22.6% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling