-90.9%
AIG vs HALO
+2,422.4%
-2,513.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | -2.7% | +1.6% | -0.7% |
| 30D | -1.1% | +5.3% | -6.4% | -2.1% |
| 3M | +0.7% | +51.6% | -50.9% | -7.2% |
| 6M | -2.2% | +61.3% | -63.4% | -11.1% |
| YTD | -10.8% | +59.3% | -70.1% | -19.1% |
| 1Y | -2.0% | +38.3% | -40.3% | -9.0% |
| 3Y | +34.8% | +185.9% | -151.0% | +5.4% |
| 5Y | +55.0% | +159.9% | -104.9% | +20.7% |
| 10Y | +65.1% | +965.6% | -900.6% | -7.8% |
| All | -90.9% | +2,422.4% | -2,513.3% | -96.6% |
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