+188.8%
HALO vs ALLY
+64.9%
+123.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.1% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +5.0% | -3.3% | +8.3% | +5.6% |
| 3M | +53.1% | +0.5% | +52.7% | +52.5% |
| 6M | +60.8% | +12.6% | +48.2% | +56.5% |
| YTD | +60.9% | -4.7% | +65.6% | +61.3% |
| 1Y | +42.8% | +5.2% | +37.6% | +40.2% |
| All | +188.8% | +64.9% | +123.9% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling