+65.5%
FDX vs HALO
+158.6%
-93.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -3.3% | +0.5% | -3.9% | -3.4% |
| 30D | -1.4% | +5.0% | -6.4% | -2.1% |
| 3M | -4.5% | +53.1% | -57.6% | -10.8% |
| 6M | +9.4% | +60.8% | -51.4% | +1.2% |
| YTD | +36.0% | +60.9% | -24.9% | +25.6% |
| 1Y | +75.5% | +42.8% | +32.7% | +64.7% |
| 3Y | +62.8% | +181.3% | -118.5% | +32.4% |
| All | +65.5% | +158.6% | -93.0% | +28.1% |
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 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