+158.9%
HALO vs ALHC
-33.8%
+192.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -2.7% | -6.9% | +4.2% | -1.8% |
| 30D | +5.3% | -6.7% | +12.0% | +6.2% |
| 3M | +51.6% | -37.7% | +89.3% | +59.8% |
| 6M | +61.3% | -30.0% | +91.2% | +65.5% |
| YTD | +59.3% | -36.2% | +95.4% | +65.0% |
| 1Y | +38.3% | -22.9% | +61.1% | +39.2% |
| 3Y | +185.9% | +138.4% | +47.5% | +134.5% |
| 5Y | +159.9% | -32.8% | +192.7% | +134.0% |
| All | +158.9% | -33.8% | +192.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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