+874.5%
HALO vs ALK
-37.3%
+911.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.8% |
| 30D | +4.3% | -17.1% | +21.4% | +8.0% |
| 3M | +51.8% | -3.8% | +55.5% | +51.7% |
| 6M | +57.8% | -5.3% | +63.1% | +56.8% |
| YTD | +59.0% | -20.3% | +79.2% | +63.1% |
| 1Y | +41.2% | -36.0% | +77.1% | +50.7% |
| 3Y | +177.8% | +0.8% | +177.1% | +157.9% |
| 5Y | +159.5% | -28.5% | +187.9% | +154.3% |
| All | +874.5% | -37.3% | +911.8% | +831.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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