+60.8%
FDX vs HALO
+178.1%
-117.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | -2.7% | -0.6% | -3.0% |
| 30D | -4.5% | +5.3% | -9.8% | -5.1% |
| 3M | -7.3% | +51.6% | -58.9% | -12.2% |
| 6M | +7.5% | +61.3% | -53.7% | +1.0% |
| YTD | +35.1% | +59.3% | -24.2% | +26.9% |
| 1Y | +71.4% | +38.3% | +33.1% | +63.3% |
| 3Y | +60.8% | +185.9% | -125.1% | +37.2% |
| All | +60.8% | +178.1% | -117.3% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling