+115.0%
FCX vs HALO
+157.2%
-42.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -1.9% | -3.4% | +1.5% | -1.2% |
| 30D | +3.4% | +4.3% | -0.9% | +2.5% |
| 3M | +15.0% | +51.8% | -36.8% | +4.7% |
| 6M | +14.6% | +57.8% | -43.1% | +3.4% |
| YTD | +41.2% | +59.0% | -17.8% | +27.0% |
| 1Y | +60.4% | +41.2% | +19.2% | +47.6% |
| 3Y | +88.4% | +177.8% | -89.4% | +42.7% |
| 5Y | +115.0% | +159.5% | -44.4% | +55.0% |
| All | +115.0% | +157.2% | -42.2% | +55.0% |
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