+162.6%
HALO vs ALK
-31.3%
+193.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -3.2% | -1.2% | -2.1% | -3.1% |
| 30D | -14.2% | +7.7% | -21.9% | -15.6% |
| 3M | -0.4% | -19.0% | +18.6% | +3.2% |
| 6M | +43.2% | -0.2% | +43.4% | +40.4% |
| YTD | +49.0% | -23.5% | +72.5% | +53.5% |
| 1Y | +40.8% | -9.1% | +50.0% | +39.4% |
| 3Y | +167.4% | +12.0% | +155.4% | +129.5% |
| All | +162.6% | -31.3% | +193.9% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling