-21.9%
AS vs HALO
+47.3%
-69.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | -4.9% | +4.6% | -9.5% | -5.4% |
| 30D | -19.6% | +31.8% | -51.4% | -22.2% |
| 3M | -14.4% | +53.9% | -68.3% | -19.0% |
| 6M | -20.1% | +57.4% | -77.5% | -25.3% |
| YTD | -20.9% | +63.7% | -84.7% | -26.7% |
| 1Y | -21.9% | +50.1% | -72.0% | -27.6% |
| All | -21.9% | +47.3% | -69.1% | -27.6% |
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