+384.7%
AGI vs HALO
+158.6%
+226.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +7.2% | +5.3% | +1.9% | +6.6% |
| 3M | +4.3% | +51.6% | -47.3% | -1.2% |
| 6M | -27.1% | +61.3% | -88.3% | -31.4% |
| YTD | -6.6% | +59.3% | -65.9% | -12.0% |
| 1Y | +9.5% | +38.3% | -28.8% | +4.6% |
| 3Y | +208.4% | +185.9% | +22.6% | +169.1% |
| All | +384.7% | +158.6% | +226.1% | +313.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling