+106.8%
FAST vs HALO
+149.7%
-42.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | -4.7% | +5.0% | -9.8% | -5.4% |
| 3M | +7.9% | +53.1% | -45.2% | +2.1% |
| 6M | +7.4% | +60.8% | -53.3% | +1.0% |
| YTD | +25.1% | +60.9% | -35.9% | +17.4% |
| 1Y | +4.7% | +42.8% | -38.1% | -0.5% |
| 3Y | +94.7% | +181.3% | -86.6% | +66.2% |
| 5Y | +106.8% | +157.6% | -50.8% | +70.9% |
| All | +106.8% | +149.7% | -42.9% | +70.9% |
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 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