+1,088.1%
APD vs HALO
+2,492.7%
-1,404.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.2% | +4.6% | -6.8% | -2.8% |
| 30D | +2.1% | +31.8% | -29.7% | -1.6% |
| 3M | +7.2% | +53.9% | -46.7% | +1.3% |
| 6M | +11.2% | +57.4% | -46.1% | +4.7% |
| YTD | +24.4% | +63.7% | -39.3% | +16.3% |
| 1Y | +6.7% | +50.1% | -43.5% | +0.6% |
| 3Y | +9.2% | +157.3% | -148.1% | -6.1% |
| 5Y | +27.4% | +161.0% | -133.6% | +7.7% |
| 10Y | +164.8% | +1,018.7% | -853.9% | +77.8% |
| All | +1,088.1% | +2,492.7% | -1,404.6% | +495.2% |
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 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