+167.4%
HALO vs ARMK
+96.6%
+70.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -3.8% |
| 30D | -14.2% | -1.5% | -12.7% | -13.9% |
| 3M | -0.4% | -11.6% | +11.2% | +2.3% |
| 6M | +43.2% | +6.7% | +36.4% | +39.5% |
| YTD | +49.0% | +47.4% | +1.6% | +32.1% |
| 1Y | +40.8% | +41.5% | -0.6% | +26.3% |
| 3Y | +167.4% | +95.5% | +71.8% | +129.0% |
| All | +167.4% | +96.6% | +70.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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