+708.3%
HALO vs ACGL
+329.5%
+378.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -22.0% | -1.4% | -20.6% | -21.5% |
| 30D | -8.5% | +12.4% | -20.8% | -11.5% |
| 3M | -0.9% | +11.1% | -12.0% | -4.0% |
| 6M | +53.1% | +16.3% | +36.8% | +46.0% |
| YTD | +51.1% | +13.8% | +37.3% | +44.7% |
| 1Y | +45.0% | +20.4% | +24.6% | +36.4% |
| 3Y | +173.0% | +33.6% | +139.4% | +145.3% |
| 5Y | +163.6% | +176.8% | -13.2% | +84.6% |
| 10Y | +708.3% | +324.6% | +383.7% | +321.1% |
| All | +708.3% | +329.5% | +378.8% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling