+61.6%
AG vs HALO
+979.6%
-917.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | -2.7% | -4.0% | -6.3% |
| 30D | +2.2% | +5.3% | -3.1% | +1.3% |
| 3M | +15.7% | +51.6% | -35.9% | +7.6% |
| 6M | -23.8% | +61.3% | -85.0% | -29.9% |
| YTD | +17.6% | +59.3% | -41.6% | +8.3% |
| 1Y | +88.6% | +38.3% | +50.4% | +77.3% |
| 3Y | +253.4% | +185.9% | +67.6% | +186.2% |
| 5Y | +62.4% | +159.9% | -97.5% | +32.0% |
| All | +61.6% | +979.6% | -917.9% | +2.4% |
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 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