+2,961.7%
FAST vs HALO
+2,292.5%
+669.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.4% |
| 7D | +4.3% | -22.0% | +26.3% | +7.7% |
| 30D | +8.3% | -8.5% | +16.8% | +9.3% |
| 3M | +6.5% | -0.9% | +7.4% | +6.2% |
| 6M | +29.5% | +53.1% | -23.6% | +21.1% |
| YTD | +41.3% | +51.1% | -9.8% | +32.1% |
| 1Y | +37.4% | +45.0% | -7.6% | +29.1% |
| 3Y | +98.5% | +173.0% | -74.4% | +66.5% |
| 5Y | +111.1% | +163.6% | -52.5% | +74.5% |
| 10Y | +548.6% | +708.3% | -159.7% | +336.8% |
| All | +2,961.7% | +2,292.5% | +669.2% | +1,351.2% |
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