+631.0%
FDX vs HALO
+2,492.7%
-1,861.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -2.5% | +4.6% | -7.1% | -3.1% |
| 30D | +3.8% | +31.8% | -28.0% | -0.3% |
| 3M | -1.3% | +53.9% | -55.2% | -7.3% |
| 6M | +5.0% | +57.4% | -52.3% | -1.8% |
| YTD | +39.6% | +63.7% | -24.1% | +29.8% |
| 1Y | +81.1% | +50.1% | +31.0% | +70.1% |
| 3Y | +63.0% | +157.3% | -94.3% | +39.0% |
| 5Y | +65.6% | +161.0% | -95.4% | +38.8% |
| 10Y | +183.4% | +1,018.7% | -835.3% | +90.5% |
| All | +631.0% | +2,492.7% | -1,861.7% | +284.5% |
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