+967.5%
HALO vs ALLE
+146.0%
+821.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | +0.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | +4.6% | -8.3% | +13.0% | +8.3% |
| 3M | +50.2% | +16.3% | +34.0% | +40.6% |
| 6M | +57.6% | +1.8% | +55.8% | +55.2% |
| YTD | +59.6% | -3.9% | +63.5% | +60.1% |
| 1Y | +41.2% | -10.0% | +51.2% | +45.3% |
| 3Y | +178.9% | +45.8% | +133.0% | +129.2% |
| 5Y | +160.1% | +13.3% | +146.8% | +133.6% |
| 10Y | +967.5% | +155.3% | +812.2% | +447.9% |
| All | +967.5% | +146.0% | +821.5% | +447.9% |
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