+545.1%
FCX vs HALO
+2,448.5%
-1,903.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +5.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | +10.1% | +5.0% | +5.0% | +8.9% |
| 3M | +20.2% | +53.1% | -33.0% | +8.9% |
| 6M | +29.7% | +60.8% | -31.1% | +16.3% |
| YTD | +51.9% | +60.9% | -9.0% | +36.0% |
| 1Y | +66.0% | +42.8% | +23.2% | +52.2% |
| 3Y | +102.7% | +181.3% | -78.5% | +54.1% |
| 5Y | +138.9% | +157.6% | -18.7% | +81.2% |
| 10Y | +701.1% | +910.4% | -209.3% | +335.4% |
| All | +545.1% | +2,448.5% | -1,903.4% | +132.3% |
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