+640.8%
APP vs HALO
+176.9%
+463.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | -10.0% | +5.0% | -15.1% | -10.3% |
| 3M | -44.6% | +53.1% | -97.8% | -46.4% |
| 6M | -37.9% | +60.8% | -98.6% | -40.1% |
| YTD | -53.7% | +60.9% | -114.6% | -55.4% |
| 1Y | -43.0% | +42.8% | -85.8% | -44.5% |
| 3Y | +640.8% | +181.3% | +459.5% | +479.6% |
| All | +640.8% | +176.9% | +463.8% | +479.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling