+160.1%
HALO vs ARMK
+146.8%
+13.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +4.6% | +2.4% | +2.3% | +3.5% |
| 3M | +50.2% | +6.1% | +44.2% | +46.5% |
| 6M | +57.6% | +41.8% | +15.8% | +37.8% |
| YTD | +59.6% | +55.5% | +4.0% | +34.2% |
| 1Y | +41.2% | +49.6% | -8.4% | +20.2% |
| 3Y | +178.9% | +122.8% | +56.1% | +97.3% |
| 5Y | +160.1% | +151.0% | +9.1% | +73.7% |
| All | +160.1% | +146.8% | +13.2% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling