+34.3%
FANG vs HALO
+92.7%
-58.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.3% | -4.8% |
| 7D | -11.3% | +0.2% | -11.6% | -11.3% |
| 30D | -0.7% | +20.3% | -21.0% | +1.3% |
| 3M | -4.2% | +56.6% | -60.8% | +0.3% |
| 6M | -13.5% | +101.9% | -115.3% | -6.6% |
| YTD | +23.7% | +93.7% | -69.9% | +31.8% |
| 1Y | +34.3% | +91.5% | -57.2% | +42.9% |
| All | +34.3% | +92.7% | -58.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling