+725.4%
HALO vs ARMK
+350.8%
+374.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.6% | -2.4% | +7.0% | +5.4% |
| 30D | +31.8% | 0.0% | +31.8% | +31.4% |
| 3M | +53.9% | +6.7% | +47.2% | +49.9% |
| 6M | +57.4% | +38.8% | +18.6% | +39.3% |
| YTD | +63.7% | +55.2% | +8.5% | +38.8% |
| 1Y | +50.1% | +46.6% | +3.5% | +29.5% |
| 3Y | +157.3% | +112.9% | +44.4% | +90.9% |
| 5Y | +161.0% | +144.0% | +17.0% | +81.1% |
| 10Y | +1,018.7% | +132.4% | +886.3% | +662.9% |
| All | +725.4% | +350.8% | +374.6% | +317.7% |
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 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