+167.4%
HALO vs ALM
+909.2%
-741.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.0% |
| 3M | -0.4% | -40.6% | +40.3% | 0.0% |
| 6M | +43.2% | -57.9% | +101.1% | +44.0% |
| YTD | +49.0% | -6.7% | +55.7% | +49.9% |
| 1Y | +40.8% | +20.2% | +20.7% | +41.9% |
| 3Y | +167.4% | +879.4% | -712.1% | +173.3% |
| All | +167.4% | +909.2% | -741.8% | +173.3% |
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 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