+157.6%
HALO vs ALLY
-0.2%
+157.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | +5.0% | -3.3% | +8.3% | +5.7% |
| 3M | +53.1% | +0.5% | +52.7% | +52.5% |
| 6M | +60.8% | +12.6% | +48.2% | +55.8% |
| YTD | +60.9% | -4.7% | +65.6% | +61.5% |
| 1Y | +42.8% | +5.2% | +37.6% | +39.8% |
| 3Y | +181.3% | +66.5% | +114.8% | +140.4% |
| 5Y | +157.6% | +0.2% | +157.3% | +135.5% |
| All | +157.6% | -0.2% | +157.8% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling