+1,777.9%
APO vs HALO
+1,514.2%
+263.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | +3.9% | +5.0% | -1.2% | +2.9% |
| 3M | +3.8% | +53.1% | -49.4% | -4.0% |
| 6M | +22.3% | +60.8% | -38.5% | +12.0% |
| YTD | -7.8% | +60.9% | -68.7% | -15.7% |
| 1Y | -0.3% | +42.8% | -43.1% | -7.2% |
| 3Y | +57.1% | +181.3% | -124.1% | +26.4% |
| 5Y | +137.0% | +157.6% | -20.6% | +91.2% |
| 10Y | +946.8% | +910.4% | +36.5% | +565.6% |
| All | +1,777.9% | +1,514.2% | +263.7% | +804.6% |
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