+2,622.9%
FAST vs HALO
+2,492.7%
+130.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.4% | +4.6% | -5.0% | -1.0% |
| 30D | -0.8% | +31.8% | -32.6% | -4.8% |
| 3M | +5.8% | +53.9% | -48.1% | -0.7% |
| 6M | +8.0% | +57.4% | -49.4% | +0.9% |
| YTD | +25.6% | +63.7% | -38.1% | +16.6% |
| 1Y | +0.8% | +50.1% | -49.3% | -5.5% |
| 3Y | +86.1% | +157.3% | -71.2% | +57.6% |
| 5Y | +100.2% | +161.0% | -60.8% | +66.2% |
| 10Y | +494.2% | +1,018.7% | -524.5% | +282.6% |
| All | +2,622.9% | +2,492.7% | +130.2% | +1,181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling