-17.7%
AFRM vs HALO
+149.7%
-167.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +3.1% | +0.5% | +2.5% | +2.8% |
| 30D | -4.2% | +5.0% | -9.2% | -6.7% |
| 3M | +10.1% | +53.1% | -43.0% | -13.2% |
| 6M | +39.4% | +60.8% | -21.3% | +6.6% |
| YTD | -3.2% | +60.9% | -64.1% | -26.7% |
| 1Y | -16.1% | +42.8% | -58.9% | -32.6% |
| 3Y | +220.8% | +181.3% | +39.5% | +35.7% |
| 5Y | -17.7% | +157.6% | -175.2% | -62.1% |
| All | -17.7% | +149.7% | -167.3% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling