+161.6%
HALO vs ACM
+1.2%
+160.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -2.7% | -4.6% | +1.9% | -1.3% |
| 30D | +5.3% | +4.1% | +1.2% | +3.6% |
| 3M | +51.6% | -8.3% | +59.9% | +54.7% |
| 6M | +61.3% | -30.1% | +91.3% | +79.6% |
| YTD | +59.3% | -32.6% | +91.9% | +78.5% |
| 1Y | +38.3% | -49.6% | +87.8% | +73.1% |
| 3Y | +185.9% | -23.0% | +208.9% | +190.0% |
| All | +161.6% | +1.2% | +160.4% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling