-19.8%
APP vs HALO
+43.6%
-63.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -3.1% |
| 7D | +10.6% | -18.1% | +28.7% | +4.2% |
| 30D | +44.6% | -8.2% | +52.8% | +35.7% |
| 3M | +29.6% | -1.1% | +30.7% | +22.0% |
| 6M | -19.8% | +41.9% | -61.7% | -19.8% |
| All | -19.8% | +43.6% | -63.4% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling