+50.1%
HALO vs ACM
-45.8%
+95.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.6% | -3.7% | +8.3% | +4.9% |
| 30D | +31.8% | -11.1% | +42.9% | +33.3% |
| 3M | +53.9% | -8.0% | +61.9% | +54.9% |
| 6M | +57.4% | -29.7% | +87.0% | +61.6% |
| YTD | +63.7% | -29.4% | +93.1% | +68.8% |
| 1Y | +50.1% | -46.4% | +96.6% | +57.8% |
| All | +50.1% | -45.8% | +95.9% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling