+0.3%
AGI vs HALO
+92.7%
-92.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.3% | +9.4% | +10.4% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -7.1% | +20.3% | -27.5% | -12.5% |
| 3M | +4.4% | +56.6% | -52.2% | -9.2% |
| 6M | -23.0% | +101.9% | -124.9% | -38.8% |
| YTD | -22.0% | +93.7% | -115.7% | -36.6% |
| 1Y | +0.3% | +91.5% | -91.3% | -16.8% |
| All | +0.3% | +92.7% | -92.4% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling