+625.0%
HALO vs ALM
+2,100.8%
-1,475.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.5% |
| 7D | -3.2% | +1.2% | -4.5% | -3.3% |
| 30D | -14.2% | -19.3% | +5.2% | -13.9% |
| 3M | -0.4% | -40.6% | +40.3% | +0.4% |
| 6M | +43.2% | -57.9% | +101.1% | +44.8% |
| YTD | +49.0% | -6.7% | +55.7% | +48.5% |
| 1Y | +40.8% | +20.2% | +20.7% | +39.7% |
| 3Y | +167.4% | +879.4% | -712.1% | +151.3% |
| 5Y | +157.4% | +415.3% | -257.9% | +143.4% |
| All | +625.0% | +2,100.8% | -1,475.8% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling