+49.6%
APA vs HALO
+2,448.5%
-2,398.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +15.7% | +5.0% | +10.7% | +14.8% |
| 3M | +16.5% | +53.1% | -36.7% | +8.2% |
| 6M | +35.1% | +60.8% | -25.7% | +24.0% |
| YTD | +82.2% | +60.9% | +21.3% | +66.7% |
| 1Y | +102.5% | +42.8% | +59.7% | +88.6% |
| 3Y | +10.3% | +181.3% | -170.9% | -11.2% |
| 5Y | +166.1% | +157.6% | +8.5% | +114.5% |
| 10Y | -4.9% | +910.4% | -915.2% | -39.8% |
| All | +49.6% | +2,448.5% | -2,398.9% | -31.3% |
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