+193.1%
APD vs HALO
+689.5%
-496.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.8% | -3.2% | +7.1% | +4.3% |
| 30D | +8.2% | -14.2% | +22.4% | +10.1% |
| 3M | +4.3% | -0.4% | +4.7% | +4.1% |
| 6M | +4.7% | +43.2% | -38.5% | -0.5% |
| YTD | +31.5% | +49.0% | -17.4% | +23.9% |
| 1Y | +23.5% | +40.8% | -17.3% | +17.1% |
| 3Y | +29.1% | +167.4% | -138.3% | +9.1% |
| 5Y | +15.9% | +157.4% | -141.5% | -3.8% |
| All | +193.1% | +689.5% | -496.4% | +105.1% |
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