+244.2%
AU vs HALO
+2,417.6%
-2,173.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -7.0% | -3.4% | -3.6% | -6.8% |
| 30D | +7.3% | +4.3% | +3.0% | +7.0% |
| 3M | +33.2% | +51.8% | -18.6% | +29.5% |
| 6M | -0.6% | +57.8% | -58.4% | -3.7% |
| YTD | +26.2% | +59.0% | -32.8% | +22.2% |
| 1Y | +68.3% | +41.2% | +27.1% | +64.2% |
| 3Y | +592.1% | +177.8% | +414.3% | +539.9% |
| 5Y | +685.3% | +159.5% | +525.8% | +623.7% |
| 10Y | +682.5% | +963.6% | -281.1% | +546.7% |
| All | +244.2% | +2,417.6% | -2,173.4% | +136.3% |
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