+627.9%
HALO vs ALLE
+208.6%
+419.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -18.1% | +1.6% | -19.7% | -18.6% |
| 30D | -8.2% | +24.1% | -32.3% | -15.9% |
| 3M | -1.1% | +14.8% | -15.9% | -6.7% |
| 6M | +41.9% | +45.9% | -3.9% | +21.0% |
| YTD | +49.6% | +20.7% | +28.8% | +36.6% |
| 1Y | +42.5% | +14.2% | +28.4% | +33.1% |
| 3Y | +170.3% | +90.7% | +79.6% | +99.6% |
| 5Y | +158.4% | +50.6% | +107.8% | +106.8% |
| All | +627.9% | +208.6% | +419.3% | +267.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling