+174.6%
ARM vs HALO
+150.2%
+24.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.7% | +20.5% | +7.3% |
| 7D | -15.2% | -20.8% | +5.6% | -12.0% |
| 30D | -40.7% | -6.5% | -34.2% | -40.2% |
| 3M | -39.1% | +20.8% | -59.9% | -41.9% |
| 6M | -26.4% | +56.2% | -82.6% | -33.9% |
| YTD | +59.7% | +54.0% | +5.8% | +43.8% |
| 1Y | +10.3% | +51.5% | -41.2% | -0.5% |
| 3Y | +228.9% | +193.9% | +34.9% | +134.0% |
| All | +174.6% | +150.2% | +24.4% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling