+524.5%
HALO vs ALLY
+95.5%
+429.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -19.9% | -0.7% | -19.3% | -19.7% |
| 30D | -6.7% | +1.1% | -7.9% | -7.1% |
| 3M | +0.4% | -13.2% | +13.5% | +4.4% |
| 6M | +60.6% | -13.5% | +74.1% | +66.5% |
| YTD | +53.0% | -14.3% | +67.3% | +58.5% |
| 1Y | +51.4% | -1.1% | +52.6% | +50.0% |
| 3Y | +176.5% | +62.0% | +114.5% | +125.7% |
| 5Y | +169.7% | -9.6% | +179.4% | +154.9% |
| 10Y | +747.6% | +176.0% | +571.6% | +347.6% |
| All | +524.5% | +95.5% | +429.0% | +299.6% |
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 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