+459.5%
AJG vs HALO
+979.6%
-520.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -5.7% | +5.3% | -11.0% | -6.3% |
| 3M | +9.1% | +51.6% | -42.5% | +3.5% |
| 6M | +15.2% | +61.3% | -46.0% | +8.3% |
| YTD | -6.3% | +59.3% | -65.6% | -12.0% |
| 1Y | -19.1% | +38.3% | -57.4% | -22.8% |
| 3Y | +8.2% | +185.9% | -177.6% | -8.4% |
| 5Y | +75.6% | +159.9% | -84.3% | +48.0% |
| All | +459.5% | +979.6% | -520.0% | +287.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling