+157.6%
HALO vs ALLE
+17.0%
+140.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +0.5% | +2.8% | -2.2% | -0.4% |
| 30D | +5.0% | -7.6% | +12.7% | +8.0% |
| 3M | +53.1% | +22.8% | +30.4% | +41.7% |
| 6M | +60.8% | +4.6% | +56.2% | +57.2% |
| YTD | +60.9% | -1.2% | +62.2% | +59.8% |
| 1Y | +42.8% | -9.1% | +51.9% | +46.2% |
| 3Y | +181.3% | +50.0% | +131.3% | +132.8% |
| 5Y | +157.6% | +15.2% | +142.3% | +125.2% |
| All | +157.6% | +17.0% | +140.6% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling