+367.9%
APP vs HALO
+131.2%
+236.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.4% | -2.1% | -2.3% | -3.9% |
| 30D | -10.0% | +4.6% | -14.7% | -11.1% |
| 3M | -41.4% | +50.2% | -91.7% | -47.5% |
| 6M | -41.0% | +57.6% | -98.6% | -48.0% |
| YTD | -54.7% | +59.6% | -114.3% | -60.4% |
| 1Y | -45.3% | +41.2% | -86.5% | -50.7% |
| 3Y | +624.3% | +178.9% | +445.4% | +362.7% |
| 5Y | +329.1% | +160.1% | +169.0% | +166.9% |
| All | +367.9% | +131.2% | +236.7% | +196.3% |
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