+89.5%
AGG vs HALO
+2,417.6%
-2,328.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -1.0% | +4.3% | -5.2% | -1.0% |
| 3M | -1.3% | +51.8% | -53.1% | -1.3% |
| 6M | -2.1% | +57.8% | -59.9% | -2.1% |
| YTD | -1.2% | +59.0% | -60.2% | -1.2% |
| 1Y | -0.5% | +41.2% | -41.6% | -0.5% |
| 3Y | +12.4% | +177.8% | -165.4% | +12.5% |
| 5Y | -2.4% | +159.5% | -161.9% | -2.3% |
| 10Y | +14.3% | +963.6% | -949.3% | +15.1% |
| All | +89.5% | +2,417.6% | -2,328.2% | +93.4% |
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 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