+2,426.8%
HALO vs IAG
+254.3%
+2,172.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | +4.6% | +11.4% | -6.8% | +3.5% |
| 3M | +50.2% | +33.0% | +17.2% | +46.0% |
| 6M | +57.6% | -6.0% | +63.6% | +57.4% |
| YTD | +59.6% | +24.6% | +35.0% | +54.6% |
| 1Y | +41.2% | +105.0% | -63.8% | +30.2% |
| 3Y | +178.9% | +837.9% | -659.0% | +117.4% |
| 5Y | +160.1% | +817.0% | -656.9% | +96.2% |
| 10Y | +967.5% | +425.3% | +542.2% | +693.0% |
| All | +2,426.8% | +254.3% | +2,172.5% | +1,329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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