+2,492.7%
HALO vs ACGL
+2,100.2%
+392.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +4.6% | -0.7% | +5.3% | +5.0% |
| 30D | +31.8% | -1.0% | +32.8% | +32.3% |
| 3M | +53.9% | +11.0% | +42.8% | +45.7% |
| 6M | +57.4% | -0.3% | +57.7% | +56.7% |
| YTD | +63.7% | +2.3% | +61.5% | +60.6% |
| 1Y | +50.1% | +6.4% | +43.7% | +43.8% |
| 3Y | +157.3% | +34.0% | +123.4% | +112.9% |
| 5Y | +161.0% | +161.6% | -0.7% | +47.3% |
| 10Y | +1,018.7% | +278.6% | +740.1% | +345.2% |
| All | +2,492.7% | +2,100.2% | +392.5% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling