+50.1%
HALO vs ALLE
-5.8%
+56.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +31.8% | -6.8% | +38.6% | +33.8% |
| 3M | +53.9% | +21.0% | +32.9% | +47.5% |
| 6M | +57.4% | +1.1% | +56.3% | +54.7% |
| YTD | +63.7% | -0.5% | +64.3% | +59.9% |
| 1Y | +50.1% | -7.3% | +57.4% | +49.0% |
| All | +50.1% | -5.8% | +56.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling