+535.0%
HALO vs ALC
+17.1%
+518.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.8% |
| 7D | -3.4% | -7.7% | +4.3% | 0.0% |
| 30D | +4.3% | -11.7% | +15.9% | +9.9% |
| 3M | +51.8% | +0.7% | +51.1% | +51.1% |
| 6M | +57.8% | -17.1% | +74.9% | +69.8% |
| YTD | +59.0% | -15.1% | +74.1% | +68.8% |
| 1Y | +41.2% | -14.1% | +55.3% | +48.6% |
| 3Y | +177.8% | -18.2% | +196.0% | +192.6% |
| 5Y | +159.5% | -19.2% | +178.6% | +169.8% |
| All | +535.0% | +17.1% | +518.0% | +492.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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