+172.4%
APTV vs HALO
+1,198.5%
-1,026.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.5% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | -10.6% | +4.6% | -15.3% | -11.3% |
| 3M | -35.0% | +50.2% | -85.2% | -39.5% |
| 6M | -38.9% | +57.6% | -96.5% | -43.7% |
| YTD | -41.5% | +59.6% | -101.1% | -46.3% |
| 1Y | -45.8% | +41.2% | -87.0% | -49.3% |
| 3Y | -55.7% | +178.9% | -234.6% | -64.1% |
| 5Y | -70.1% | +160.1% | -230.2% | -75.8% |
| 10Y | -19.1% | +967.5% | -986.6% | -46.6% |
| All | +172.4% | +1,198.5% | -1,026.1% | +56.6% |
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 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