+181.9%
FANG vs HALO
+979.6%
-797.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | -2.7% | +5.6% | +3.4% |
| 30D | +2.6% | +5.3% | -2.7% | +1.5% |
| 3M | +7.6% | +51.6% | -44.0% | -1.7% |
| 6M | +17.3% | +61.3% | -43.9% | +5.4% |
| YTD | +38.7% | +59.3% | -20.6% | +24.3% |
| 1Y | +51.6% | +38.3% | +13.4% | +39.7% |
| 3Y | +50.0% | +185.9% | -135.9% | +10.1% |
| 5Y | +237.6% | +159.9% | +77.6% | +144.6% |
| All | +181.9% | +979.6% | -797.6% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling