+88.0%
ARM vs HALO
+45.2%
+42.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +3.9% |
| 7D | +11.4% | +0.5% | +10.8% | +11.3% |
| 30D | -7.4% | +5.0% | -12.5% | -8.0% |
| 3M | -24.5% | +53.1% | -77.6% | -30.8% |
| 6M | +128.7% | +60.8% | +67.9% | +103.0% |
| YTD | +139.3% | +60.9% | +78.3% | +117.1% |
| 1Y | +88.0% | +42.8% | +45.2% | +70.4% |
| All | +88.0% | +45.2% | +42.8% | +70.4% |
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 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