+7.7%
AS vs HALO
+50.3%
-42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +5.8% | -20.2% | +26.0% | +8.3% |
| 30D | +15.4% | -6.8% | +22.1% | +15.8% |
| 3M | -11.9% | -0.2% | -11.7% | -12.3% |
| 6M | -9.9% | +60.5% | -70.4% | -16.5% |
| YTD | -13.1% | +52.9% | -66.0% | -19.6% |
| All | +7.7% | +50.3% | -42.6% | +0.7% |
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