-24.9%
AFRM vs HALO
+155.4%
-180.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -7.0% | +4.6% | -11.6% | -9.1% |
| 30D | -7.8% | +31.8% | -39.6% | -21.6% |
| 3M | +5.3% | +53.9% | -48.6% | -18.1% |
| 6M | +42.6% | +57.4% | -14.7% | +8.9% |
| YTD | -2.8% | +63.7% | -66.5% | -28.1% |
| 1Y | -19.3% | +50.1% | -69.4% | -37.7% |
| 3Y | +231.0% | +157.3% | +73.6% | +50.3% |
| 5Y | -22.2% | +161.0% | -183.2% | -66.0% |
| All | -24.9% | +155.4% | -180.3% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling