+114.1%
AS vs HALO
+219.7%
-105.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.6% |
| 7D | -2.6% | +0.5% | -3.2% | -2.7% |
| 30D | -22.1% | +5.0% | -27.2% | -22.7% |
| 3M | -15.3% | +53.1% | -68.5% | -20.8% |
| 6M | -15.6% | +60.8% | -76.3% | -21.7% |
| YTD | -23.2% | +60.9% | -84.1% | -29.0% |
| 1Y | -21.7% | +42.8% | -64.5% | -26.4% |
| All | +114.1% | +219.7% | -105.6% | +71.9% |
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