+109.3%
FAST vs HALO
+160.1%
-50.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.1% |
| 7D | +3.8% | -20.2% | +24.0% | +6.4% |
| 30D | +8.1% | -6.8% | +14.9% | +8.6% |
| 3M | +5.8% | -0.2% | +6.0% | +5.4% |
| 6M | +24.9% | +60.5% | -35.7% | +16.9% |
| YTD | +38.9% | +52.9% | -14.0% | +30.7% |
| 1Y | +36.5% | +50.8% | -14.4% | +28.4% |
| 3Y | +98.1% | +180.6% | -82.4% | +68.7% |
| 5Y | +109.3% | +166.6% | -57.3% | +75.8% |
| All | +109.3% | +160.1% | -50.8% | +75.8% |
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