+160.1%
HALO vs ALC
-17.4%
+177.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -2.1% | -5.3% | +3.2% | +0.3% |
| 30D | +4.6% | -7.1% | +11.7% | +8.0% |
| 3M | +50.2% | +0.8% | +49.5% | +49.5% |
| 6M | +57.6% | -16.0% | +73.6% | +69.1% |
| YTD | +59.6% | -12.7% | +72.3% | +67.7% |
| 1Y | +41.2% | -12.8% | +54.0% | +48.0% |
| 3Y | +178.9% | -15.8% | +194.7% | +189.6% |
| 5Y | +160.1% | -16.7% | +176.7% | +162.4% |
| All | +160.1% | -17.4% | +177.5% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling