+169.7%
HALO vs ALLY
-9.3%
+179.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -19.9% | -0.7% | -19.3% | -19.8% |
| 30D | -6.7% | +1.1% | -7.9% | -7.0% |
| 3M | +0.4% | -13.2% | +13.5% | +3.3% |
| 6M | +60.6% | -13.5% | +74.1% | +64.9% |
| YTD | +53.0% | -14.3% | +67.3% | +57.1% |
| 1Y | +51.4% | -1.1% | +52.6% | +50.3% |
| 3Y | +176.5% | +62.0% | +114.5% | +136.6% |
| 5Y | +169.7% | -9.6% | +179.4% | +163.5% |
| All | +169.7% | -9.3% | +179.0% | +163.5% |
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