+1,971.5%
AGI vs HALO
+2,417.6%
-446.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -5.3% | -3.4% | -1.9% | -5.1% |
| 30D | +6.8% | +4.3% | +2.5% | +6.5% |
| 3M | +8.3% | +51.8% | -43.5% | +5.6% |
| 6M | -29.2% | +57.8% | -87.0% | -31.2% |
| YTD | -7.3% | +59.0% | -66.2% | -9.8% |
| 1Y | +8.0% | +41.2% | -33.1% | +5.7% |
| 3Y | +206.6% | +177.8% | +28.7% | +186.6% |
| 5Y | +398.1% | +159.5% | +238.7% | +364.3% |
| 10Y | +384.0% | +963.6% | -579.7% | +312.6% |
| All | +1,971.5% | +2,417.6% | -446.2% | +1,357.2% |
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