+625.0%
HALO vs ACM
+132.6%
+492.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.2% | +5.6% | -8.9% | -5.3% |
| 30D | -14.2% | +20.8% | -35.0% | -20.2% |
| 3M | -0.4% | +11.4% | -11.8% | -5.2% |
| 6M | +43.2% | +0.9% | +42.2% | +40.8% |
| YTD | +49.0% | -24.8% | +73.8% | +62.4% |
| 1Y | +40.8% | -46.4% | +87.3% | +76.6% |
| 3Y | +167.4% | -9.2% | +176.6% | +160.9% |
| 5Y | +157.4% | +5.0% | +152.4% | +131.7% |
| All | +625.0% | +132.6% | +492.4% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling