+692.9%
HALO vs ALLE
+339.1%
+353.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.0% |
| 7D | -20.2% | -0.6% | -19.6% | -19.9% |
| 30D | -6.8% | +26.6% | -33.4% | -17.3% |
| 3M | -0.2% | +13.2% | -13.4% | -6.7% |
| 6M | +60.5% | +42.9% | +17.6% | +32.8% |
| YTD | +52.9% | +21.0% | +31.9% | +36.2% |
| 1Y | +50.8% | +15.2% | +35.7% | +37.6% |
| 3Y | +180.6% | +95.6% | +85.0% | +88.3% |
| 5Y | +166.6% | +53.4% | +113.1% | +98.7% |
| 10Y | +801.2% | +221.5% | +579.7% | +233.9% |
| All | +692.9% | +339.1% | +353.8% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling