-55.4%
APP vs HALO
+92.7%
-148.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +10.7% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | -3.6% | +20.3% | -24.0% | -3.5% |
| 3M | -35.3% | +56.6% | -91.9% | -35.1% |
| 6M | -42.8% | +101.9% | -144.6% | -42.5% |
| YTD | -59.7% | +93.7% | -153.3% | -57.9% |
| 1Y | -55.4% | +91.5% | -146.9% | -53.0% |
| All | -55.4% | +92.7% | -148.1% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling