+1,512.1%
HALO vs ALM
+3,551.9%
-2,039.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | -3.2% | +1.2% | -4.5% | -3.2% |
| 30D | -14.2% | -19.3% | +5.2% | -14.1% |
| 3M | -0.4% | -40.6% | +40.3% | -0.3% |
| 6M | +43.2% | -57.9% | +101.1% | +43.3% |
| YTD | +49.0% | -6.7% | +55.7% | +48.9% |
| 1Y | +40.8% | +20.2% | +20.7% | +40.7% |
| 3Y | +167.4% | +879.4% | -712.1% | +166.1% |
| 5Y | +157.4% | +415.3% | -257.9% | +156.2% |
| 10Y | +697.1% | +2,100.8% | -1,403.7% | +691.4% |
| All | +1,512.1% | +3,551.9% | -2,039.8% | +1,507.1% |
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 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