+625.0%
HALO vs ALLY
+174.3%
+450.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -14.2% | +5.2% | -19.4% | -15.2% |
| 3M | -0.4% | -13.3% | +12.9% | +3.0% |
| 6M | +43.2% | -6.7% | +49.8% | +44.9% |
| YTD | +49.0% | -12.8% | +61.8% | +52.8% |
| 1Y | +40.8% | +0.7% | +40.2% | +39.1% |
| 3Y | +167.4% | +65.2% | +102.2% | +125.1% |
| 5Y | +157.4% | -10.1% | +167.5% | +146.1% |
| All | +625.0% | +174.3% | +450.7% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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