+186.4%
HALO vs ACM
-22.3%
+208.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.3% |
| 30D | +4.6% | -12.7% | +17.3% | +7.5% |
| 3M | +50.2% | -9.8% | +60.0% | +53.1% |
| 6M | +57.6% | -31.4% | +89.0% | +71.1% |
| YTD | +59.6% | -32.1% | +91.7% | +72.9% |
| 1Y | +41.2% | -47.8% | +89.0% | +65.4% |
| All | +186.4% | -22.3% | +208.7% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling