+110.5%
FE vs HALO
+977.5%
-867.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -1.7% | -3.4% | +1.7% | -1.4% |
| 30D | -1.3% | +4.3% | -5.5% | -1.7% |
| 3M | +0.6% | +51.8% | -51.2% | -3.5% |
| 6M | -6.8% | +57.8% | -64.6% | -11.0% |
| YTD | +6.4% | +59.0% | -52.6% | +1.4% |
| 1Y | +11.3% | +41.2% | -29.9% | +7.1% |
| 3Y | +47.1% | +177.8% | -130.8% | +29.9% |
| 5Y | +50.4% | +159.5% | -109.1% | +31.9% |
| All | +110.5% | +977.5% | -867.0% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling