+185.3%
HALO vs ALM
+1,934.4%
-1,749.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.2% | -0.3% |
| 7D | -3.4% | -7.1% | +3.7% | -3.3% |
| 30D | +4.3% | +24.7% | -20.4% | +4.1% |
| 3M | +51.8% | +8.3% | +43.5% | +51.5% |
| 6M | +57.8% | -22.2% | +80.0% | +57.8% |
| YTD | +59.0% | +88.1% | -29.1% | +59.3% |
| 1Y | +41.2% | +272.4% | -231.2% | +42.6% |
| All | +185.3% | +1,934.4% | -1,749.0% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling