+17.2%
APA vs HALO
+178.6%
-161.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | +9.3% | +4.6% | +4.7% | +9.1% |
| 3M | +23.3% | +50.2% | -26.9% | +21.3% |
| 6M | +39.5% | +57.6% | -18.1% | +37.0% |
| YTD | +87.6% | +59.6% | +28.0% | +83.5% |
| 1Y | +114.2% | +41.2% | +73.1% | +111.2% |
| All | +17.2% | +178.6% | -161.4% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling