+520.8%
APP vs HALO
+118.9%
+401.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | +48.9% | -22.0% | +70.9% | +55.1% |
| 30D | +49.4% | -8.5% | +57.9% | +49.7% |
| 3M | +27.0% | -0.9% | +27.9% | +24.5% |
| 6M | -15.4% | +53.1% | -68.5% | -26.5% |
| YTD | -39.9% | +51.1% | -91.0% | -47.9% |
| 1Y | -32.0% | +45.0% | -76.9% | -40.5% |
| 3Y | +824.3% | +173.0% | +651.4% | +481.6% |
| 5Y | +252.4% | +163.6% | +88.8% | +114.6% |
| All | +520.8% | +118.9% | +401.9% | +290.1% |
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