+860.4%
HALO vs ACM
+252.1%
+608.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -3.2% | +5.6% | -8.9% | -6.1% |
| 30D | -14.2% | +20.8% | -35.0% | -22.6% |
| 3M | -0.4% | +11.4% | -11.8% | -7.1% |
| 6M | +43.2% | +0.9% | +42.2% | +39.3% |
| YTD | +49.0% | -24.8% | +73.8% | +66.0% |
| 1Y | +40.8% | -46.4% | +87.3% | +87.9% |
| 3Y | +167.4% | -9.2% | +176.6% | +158.4% |
| 5Y | +157.4% | +5.0% | +152.4% | +123.6% |
| 10Y | +697.1% | +130.6% | +566.5% | +283.5% |
| All | +860.4% | +252.1% | +608.3% | +226.2% |
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