+313.2%
APP vs HALO
+167.8%
+145.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +61.1% | -19.9% | +81.0% | +66.7% |
| 30D | +42.8% | -6.7% | +49.5% | +42.4% |
| 3M | +16.7% | +0.4% | +16.3% | +14.1% |
| 6M | -15.6% | +60.6% | -76.2% | -27.6% |
| YTD | -41.3% | +53.0% | -94.3% | -49.3% |
| 1Y | -39.3% | +51.4% | -90.7% | -47.5% |
| 3Y | +803.2% | +176.5% | +626.7% | +456.9% |
| 5Y | +313.2% | +169.7% | +143.4% | +157.2% |
| All | +313.2% | +167.8% | +145.3% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling