+2,457.1%
ATI vs HALO
+2,448.5%
+8.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +3.2% | +0.5% | +2.6% | +3.0% |
| 30D | -9.0% | +5.0% | -14.0% | -10.0% |
| 3M | +15.1% | +53.1% | -38.0% | +4.2% |
| 6M | +38.1% | +60.8% | -22.6% | +23.8% |
| YTD | +80.7% | +60.9% | +19.7% | +61.5% |
| 1Y | +167.5% | +42.8% | +124.7% | +144.9% |
| 3Y | +366.0% | +181.3% | +184.7% | +254.5% |
| 5Y | +1,088.8% | +157.6% | +931.2% | +800.6% |
| 10Y | +1,055.0% | +910.4% | +144.6% | +515.9% |
| All | +2,457.1% | +2,448.5% | +8.7% | +876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling