+6.3%
FE vs HALO
+92.7%
-86.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | +1.7% | +0.2% | +1.4% | +1.7% |
| 30D | +8.1% | +20.3% | -12.2% | +6.9% |
| 3M | -1.3% | +56.6% | -57.9% | -4.2% |
| 6M | +2.9% | +101.9% | -99.0% | -1.8% |
| YTD | +8.6% | +93.7% | -85.1% | +2.5% |
| 1Y | +6.3% | +91.5% | -85.2% | +0.9% |
| All | +6.3% | +92.7% | -86.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling