-11.5%
AJG vs HALO
+47.3%
-58.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -1.8% | +4.6% | -6.4% | -1.9% |
| 30D | +4.6% | +31.8% | -27.2% | +4.1% |
| 3M | +24.9% | +53.9% | -29.0% | +23.8% |
| 6M | +17.2% | +57.4% | -40.2% | +16.1% |
| YTD | +2.2% | +63.7% | -61.6% | +1.5% |
| 1Y | -11.5% | +50.1% | -61.6% | -11.5% |
| All | -11.5% | +47.3% | -58.8% | -11.5% |
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