+451.1%
AG vs HALO
+3,628.8%
-3,177.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.2% |
| 30D | +12.5% | +4.6% | +7.8% | +11.8% |
| 3M | +28.2% | +50.2% | -22.1% | +21.1% |
| 6M | -18.8% | +57.6% | -76.4% | -23.8% |
| YTD | +27.4% | +59.6% | -32.2% | +19.2% |
| 1Y | +132.2% | +41.2% | +91.0% | +120.6% |
| 3Y | +286.9% | +178.9% | +108.0% | +229.2% |
| 5Y | +72.8% | +160.1% | -87.3% | +46.6% |
| 10Y | +74.6% | +967.5% | -892.9% | +19.3% |
| All | +451.1% | +3,628.8% | -3,177.7% | +192.2% |
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