+88.8%
APA vs HALO
+47.3%
+41.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +0.5% | +4.6% | -4.1% | +0.8% |
| 30D | +23.4% | +31.8% | -8.4% | +25.6% |
| 3M | +12.7% | +53.9% | -41.2% | +18.2% |
| 6M | +39.4% | +57.4% | -18.0% | +48.6% |
| YTD | +79.0% | +63.7% | +15.2% | +87.7% |
| 1Y | +88.8% | +50.1% | +38.7% | +94.0% |
| All | +88.8% | +47.3% | +41.6% | +94.0% |
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