+166.1%
HALO vs ALHC
-28.9%
+195.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.6% | -0.6% | +5.2% | +4.7% |
| 30D | +31.8% | -1.0% | +32.8% | +32.0% |
| 3M | +53.9% | -10.2% | +64.0% | +53.9% |
| 6M | +57.4% | -28.3% | +85.7% | +61.1% |
| YTD | +63.7% | -31.4% | +95.2% | +68.1% |
| 1Y | +50.1% | -16.9% | +67.1% | +49.6% |
| 3Y | +157.3% | +135.5% | +21.9% | +111.8% |
| 5Y | +161.0% | -33.6% | +194.6% | +133.6% |
| All | +166.1% | -28.9% | +195.0% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling