+967.5%
HALO vs ACGL
+270.1%
+697.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | -2.1% | +0.1% | -1.4% |
| 30D | +4.6% | -2.2% | +6.8% | +5.3% |
| 3M | +50.2% | +6.3% | +43.9% | +47.2% |
| 6M | +57.6% | +0.5% | +57.1% | +56.9% |
| YTD | +59.6% | +0.2% | +59.4% | +58.7% |
| 1Y | +41.2% | +7.3% | +33.9% | +37.2% |
| 3Y | +178.9% | +30.8% | +148.0% | +150.9% |
| 5Y | +160.1% | +155.8% | +4.3% | +86.1% |
| 10Y | +967.5% | +276.3% | +691.2% | +520.6% |
| All | +967.5% | +270.1% | +697.4% | +520.6% |
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