+876.3%
HALO vs ALM
+2,589.2%
-1,712.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -2.7% | -11.8% | +9.1% | -2.5% |
| 30D | +5.3% | +7.8% | -2.5% | +5.1% |
| 3M | +51.6% | -9.3% | +60.8% | +51.5% |
| 6M | +61.3% | -30.5% | +91.7% | +61.7% |
| YTD | +59.3% | +75.8% | -16.5% | +56.9% |
| 1Y | +38.3% | +241.2% | -202.9% | +34.5% |
| 3Y | +185.9% | +1,872.6% | -1,686.8% | +163.0% |
| 5Y | +159.9% | +849.6% | -689.6% | +141.9% |
| All | +876.3% | +2,589.2% | -1,712.9% | +681.1% |
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