+654.1%
HALO vs ARMK
+327.8%
+326.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -18.1% | +7.1% | -25.2% | -20.3% |
| 30D | -8.2% | -1.6% | -6.5% | -8.1% |
| 3M | -1.1% | -10.5% | +9.4% | +2.0% |
| 6M | +41.9% | +11.8% | +30.1% | +34.8% |
| YTD | +49.6% | +47.3% | +2.3% | +28.4% |
| 1Y | +42.5% | +41.5% | +1.1% | +23.9% |
| 3Y | +170.3% | +95.3% | +74.9% | +105.4% |
| 5Y | +158.4% | +108.1% | +50.2% | +88.7% |
| 10Y | +700.2% | +132.0% | +568.2% | +428.8% |
| All | +654.1% | +327.8% | +326.3% | +286.2% |
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