+76.2%
FDX vs HALO
+156.0%
-79.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.2% | -3.2% | +8.4% | +5.7% |
| 30D | +11.3% | -14.2% | +25.4% | +13.6% |
| 3M | -4.1% | -0.4% | -3.7% | -4.3% |
| 6M | +9.6% | +43.2% | -33.5% | +3.1% |
| YTD | +40.9% | +49.0% | -8.1% | +31.3% |
| 1Y | +53.0% | +40.8% | +12.2% | +43.6% |
| 3Y | +74.1% | +167.4% | -93.3% | +42.0% |
| All | +76.2% | +156.0% | -79.8% | +36.7% |
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