+2,492.7%
HALO vs ALK
+688.7%
+1,804.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.0% |
| 7D | +4.6% | -0.7% | +5.3% | +4.8% |
| 30D | +31.8% | -19.2% | +51.1% | +40.1% |
| 3M | +53.9% | -1.5% | +55.4% | +52.4% |
| 6M | +57.4% | -13.1% | +70.4% | +59.8% |
| YTD | +63.7% | -16.4% | +80.2% | +67.4% |
| 1Y | +50.1% | -33.1% | +83.2% | +62.9% |
| 3Y | +157.3% | +0.6% | +156.7% | +129.6% |
| 5Y | +161.0% | -26.4% | +187.4% | +149.9% |
| 10Y | +1,018.7% | -34.2% | +1,052.8% | +860.6% |
| All | +2,492.7% | +688.7% | +1,804.0% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling