+568.2%
HALO vs ALLY
+124.8%
+443.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.6% | +3.7% | +0.9% | +3.5% |
| 30D | +31.8% | -2.3% | +34.1% | +32.5% |
| 3M | +53.9% | +3.8% | +50.1% | +51.6% |
| 6M | +57.4% | +9.7% | +47.7% | +52.0% |
| YTD | +63.7% | -1.4% | +65.1% | +62.9% |
| 1Y | +50.1% | +8.2% | +41.9% | +44.6% |
| 3Y | +157.3% | +66.5% | +90.9% | +108.7% |
| 5Y | +161.0% | +1.2% | +159.8% | +138.2% |
| 10Y | +1,018.7% | +191.4% | +827.3% | +498.4% |
| All | +568.2% | +124.8% | +443.4% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling