+157.6%
HALO vs ALK
-28.9%
+186.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +5.0% | -18.5% | +23.5% | +9.1% |
| 3M | +53.1% | -3.6% | +56.7% | +52.7% |
| 6M | +60.8% | -3.7% | +64.5% | +59.0% |
| YTD | +60.9% | -19.0% | +79.9% | +64.6% |
| 1Y | +42.8% | -36.0% | +78.8% | +53.0% |
| 3Y | +181.3% | +2.3% | +178.9% | +152.7% |
| 5Y | +157.6% | -27.8% | +185.3% | +141.5% |
| All | +157.6% | -28.9% | +186.4% | +141.5% |
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