+19.3%
AR vs HALO
+40.8%
-21.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.3% | -3.4% | +2.1% | -1.4% |
| 30D | +3.5% | +4.3% | -0.7% | +3.7% |
| 3M | +9.9% | +51.8% | -41.9% | +10.9% |
| 6M | +4.5% | +57.8% | -53.3% | +6.1% |
| YTD | +13.7% | +59.0% | -45.3% | +13.5% |
| All | +19.3% | +40.8% | -21.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling