+14.6%
AMCR vs HALO
+979.6%
-964.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -6.3% | -2.7% | -3.6% | -5.9% |
| 30D | -7.8% | +5.3% | -13.1% | -8.4% |
| 3M | +7.5% | +51.6% | -44.0% | +2.0% |
| 6M | +2.7% | +61.3% | -58.6% | -3.4% |
| YTD | +6.0% | +59.3% | -53.3% | -0.3% |
| 1Y | +7.8% | +38.3% | -30.5% | +2.9% |
| 3Y | +5.8% | +185.9% | -180.1% | -9.5% |
| 5Y | -11.6% | +159.9% | -171.6% | -24.4% |
| All | +14.6% | +979.6% | -964.9% | -12.2% |
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 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