+199.6%
ARM vs HALO
+142.1%
+57.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | +9.1% | -3.2% | +12.4% | +9.7% |
| 30D | -19.9% | -14.2% | -5.8% | -18.1% |
| 3M | -31.6% | -0.4% | -31.2% | -32.1% |
| 6M | -13.9% | +43.2% | -57.1% | -21.2% |
| YTD | +74.3% | +49.0% | +25.3% | +57.7% |
| 1Y | +35.8% | +40.8% | -5.1% | +24.1% |
| 3Y | +268.6% | +167.4% | +101.2% | +173.2% |
| All | +199.6% | +142.1% | +57.5% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling