-3.7%
APA vs HALO
+979.6%
-983.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.6% | -2.7% | +7.3% | +5.2% |
| 30D | +11.9% | +5.3% | +6.6% | +10.6% |
| 3M | +22.5% | +51.6% | -29.1% | +11.1% |
| 6M | +37.5% | +61.3% | -23.7% | +22.2% |
| YTD | +87.2% | +59.3% | +27.9% | +65.9% |
| 1Y | +101.4% | +38.3% | +63.2% | +84.2% |
| 3Y | +16.9% | +185.9% | -169.0% | -16.3% |
| 5Y | +178.4% | +159.9% | +18.5% | +99.3% |
| All | -3.7% | +979.6% | -983.2% | -46.0% |
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 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