+160.1%
HALO vs ALHC
-27.5%
+187.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.4% |
| 7D | -2.1% | -4.1% | +2.1% | -1.5% |
| 30D | +4.6% | -5.4% | +10.1% | +5.3% |
| 3M | +50.2% | -32.1% | +82.4% | +56.8% |
| 6M | +57.6% | -28.5% | +86.1% | +61.5% |
| YTD | +59.6% | -34.0% | +93.6% | +64.9% |
| 1Y | +41.2% | -20.9% | +62.1% | +41.6% |
| 3Y | +178.9% | +151.5% | +27.3% | +122.6% |
| 5Y | +160.1% | -28.8% | +188.9% | +134.4% |
| All | +160.1% | -27.5% | +187.6% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling