+1,671.5%
HALO vs ALM
+7,705.7%
-6,034.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +4.6% | -2.6% | +7.2% | +4.6% |
| 30D | +31.8% | +32.0% | -0.2% | +31.8% |
| 3M | +53.9% | -15.0% | +68.9% | +53.9% |
| 6M | +57.4% | -10.1% | +67.5% | +57.3% |
| YTD | +63.7% | +99.4% | -35.7% | +63.5% |
| 1Y | +50.1% | +316.4% | -266.2% | +49.7% |
| 3Y | +157.3% | +2,022.0% | -1,864.6% | +155.7% |
| 5Y | +161.0% | +941.2% | -780.2% | +159.5% |
| 10Y | +1,018.7% | +2,950.3% | -1,931.7% | +1,009.5% |
| All | +1,671.5% | +7,705.7% | -6,034.2% | +1,664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling