+651.1%
HALO vs ARMK
+328.3%
+322.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -4.1% |
| 30D | -14.2% | -1.5% | -12.7% | -14.1% |
| 3M | -0.4% | -11.6% | +11.2% | +3.2% |
| 6M | +43.2% | +6.7% | +36.4% | +38.4% |
| YTD | +49.0% | +47.4% | +1.6% | +27.8% |
| 1Y | +40.8% | +41.5% | -0.6% | +22.4% |
| 3Y | +167.4% | +95.5% | +71.8% | +103.2% |
| 5Y | +157.4% | +108.4% | +49.0% | +87.9% |
| 10Y | +697.1% | +132.3% | +564.8% | +426.5% |
| All | +651.1% | +328.3% | +322.8% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling