+579.1%
AU vs HALO
+178.1%
+401.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -2.7% | -1.5% | -3.8% |
| 30D | +7.3% | +5.3% | +2.0% | +6.5% |
| 3M | +26.3% | +51.6% | -25.2% | +19.1% |
| 6M | +1.8% | +61.3% | -59.5% | -4.9% |
| YTD | +26.8% | +59.3% | -32.5% | +18.9% |
| 1Y | +66.7% | +38.3% | +28.4% | +58.1% |
| 3Y | +579.1% | +185.9% | +393.2% | +456.5% |
| All | +579.1% | +178.1% | +401.0% | +456.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling