+169.3%
APD vs HALO
+977.5%
-808.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -3.5% | -3.4% | -0.1% | -3.1% |
| 30D | -5.1% | +4.3% | -9.3% | -5.6% |
| 3M | +6.9% | +51.8% | -44.9% | +1.3% |
| 6M | +8.1% | +57.8% | -49.7% | +1.8% |
| YTD | +21.2% | +59.0% | -37.7% | +13.8% |
| 1Y | +4.9% | +41.2% | -36.3% | -0.2% |
| 3Y | +6.3% | +177.8% | -171.5% | -10.1% |
| 5Y | +24.3% | +159.5% | -135.2% | +4.2% |
| All | +169.3% | +977.5% | -808.3% | +88.2% |
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