+748.9%
HALO vs ALLE
+260.9%
+488.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +4.6% | -0.2% | +4.8% | +4.7% |
| 30D | +31.8% | -6.8% | +38.6% | +36.4% |
| 3M | +53.9% | +21.0% | +32.9% | +39.0% |
| 6M | +57.4% | +1.1% | +56.3% | +55.0% |
| YTD | +63.7% | -0.5% | +64.3% | +61.4% |
| 1Y | +50.1% | -7.3% | +57.4% | +53.0% |
| 3Y | +157.3% | +42.3% | +115.1% | +104.3% |
| 5Y | +161.0% | +13.5% | +147.5% | +128.5% |
| 10Y | +1,018.7% | +144.0% | +874.6% | +395.4% |
| All | +748.9% | +260.9% | +488.1% | +171.9% |
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 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