+937.5%
HALO vs ACM
+228.1%
+709.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | +5.0% | -12.9% | +18.0% | +11.9% |
| 3M | +53.1% | -6.4% | +59.5% | +56.3% |
| 6M | +60.8% | -29.2% | +90.0% | +88.7% |
| YTD | +60.9% | -29.9% | +90.9% | +87.6% |
| 1Y | +42.8% | -47.3% | +90.1% | +92.8% |
| 3Y | +181.3% | -19.6% | +200.9% | +191.7% |
| 5Y | +157.6% | +5.5% | +152.1% | +122.9% |
| 10Y | +910.4% | +129.7% | +780.7% | +390.2% |
| All | +937.5% | +228.1% | +709.3% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling