+134.9%
AS vs HALO
+205.9%
-71.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.7% | +16.2% | +2.6% |
| 7D | +6.9% | -20.8% | +27.8% | +10.2% |
| 30D | +16.0% | -6.5% | +22.5% | +16.7% |
| 3M | -12.8% | +20.8% | -33.7% | -15.7% |
| 6M | -15.4% | +56.2% | -71.6% | -21.5% |
| YTD | -15.7% | +54.0% | -69.7% | -22.0% |
| 1Y | +6.1% | +51.5% | -45.5% | -1.6% |
| All | +134.9% | +205.9% | -71.0% | +89.0% |
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