+10,338.7%
APH vs HALO
+2,492.7%
+7,846.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +5.0% | +4.6% | +0.4% | +4.3% |
| 30D | -3.9% | +31.8% | -35.7% | -8.1% |
| 3M | +13.0% | +53.9% | -40.9% | +5.5% |
| 6M | +25.2% | +57.4% | -32.2% | +16.3% |
| YTD | +22.9% | +63.7% | -40.8% | +13.3% |
| 1Y | +47.8% | +50.1% | -2.3% | +37.9% |
| 3Y | +283.0% | +157.3% | +125.7% | +221.2% |
| 5Y | +349.7% | +161.0% | +188.7% | +270.5% |
| 10Y | +1,061.2% | +1,018.7% | +42.5% | +642.0% |
| All | +10,338.7% | +2,492.7% | +7,846.0% | +4,872.0% |
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