+167.4%
HALO vs ALC
+4.4%
+163.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.6% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -14.2% | +16.0% | -30.2% | -18.7% |
| 3M | -0.4% | +0.8% | -1.2% | -0.8% |
| 6M | +43.2% | +16.8% | +26.3% | +35.1% |
| YTD | +49.0% | -5.5% | +54.5% | +50.3% |
| 1Y | +40.8% | -5.3% | +46.1% | +41.9% |
| 3Y | +167.4% | +4.1% | +163.3% | +156.2% |
| All | +167.4% | +4.4% | +163.0% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling