+391.7%
APP vs HALO
+137.2%
+254.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +0.9% | +4.6% | -3.7% | -0.2% |
| 30D | -23.3% | +31.8% | -55.1% | -28.8% |
| 3M | -42.6% | +53.9% | -96.5% | -48.9% |
| 6M | -33.6% | +57.4% | -91.0% | -41.5% |
| YTD | -52.4% | +63.7% | -116.2% | -58.7% |
| 1Y | -35.9% | +50.1% | -86.0% | -43.1% |
| 3Y | +642.2% | +157.3% | +484.9% | +396.1% |
| 5Y | +311.1% | +161.0% | +150.1% | +155.6% |
| All | +391.7% | +137.2% | +254.4% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling