-26.4%
ARM vs HALO
+55.1%
-81.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.7% | +20.5% | +3.6% |
| 7D | -15.2% | -20.8% | +5.6% | -16.1% |
| 30D | -40.7% | -6.5% | -34.2% | -40.0% |
| 3M | -39.1% | +20.8% | -59.9% | -37.0% |
| 6M | -26.4% | +56.2% | -82.6% | -24.1% |
| All | -26.4% | +55.1% | -81.5% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling