+225.6%
FANG vs HALO
+158.6%
+67.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | -2.7% | +5.6% | +3.1% |
| 30D | +2.6% | +5.3% | -2.7% | +2.2% |
| 3M | +7.6% | +51.6% | -44.0% | +4.3% |
| 6M | +17.3% | +61.3% | -43.9% | +13.0% |
| YTD | +38.7% | +59.3% | -20.6% | +33.4% |
| 1Y | +51.6% | +38.3% | +13.4% | +47.6% |
| 3Y | +50.0% | +185.9% | -135.9% | +31.0% |
| All | +225.6% | +158.6% | +67.0% | +189.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling