+1,365.0%
AJG vs HALO
+2,422.4%
-1,057.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -8.3% | -2.7% | -5.6% | -8.0% |
| 30D | -5.7% | +5.3% | -11.0% | -6.1% |
| 3M | +9.1% | +51.6% | -42.5% | +4.8% |
| 6M | +15.2% | +61.3% | -46.0% | +10.0% |
| YTD | -6.3% | +59.3% | -65.6% | -10.6% |
| 1Y | -19.1% | +38.3% | -57.4% | -21.9% |
| 3Y | +8.2% | +185.9% | -177.6% | -3.8% |
| 5Y | +75.6% | +159.9% | -84.3% | +55.8% |
| 10Y | +471.1% | +965.6% | -494.5% | +334.8% |
| All | +1,365.0% | +2,422.4% | -1,057.3% | +845.5% |
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 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