+223.8%
FE vs HALO
+2,492.7%
-2,268.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.9% | +4.6% | -2.7% | +1.6% |
| 30D | -1.2% | +31.8% | -33.0% | -3.2% |
| 3M | +3.5% | +53.9% | -50.4% | +0.3% |
| 6M | -6.1% | +57.4% | -63.4% | -9.2% |
| YTD | +7.6% | +63.7% | -56.1% | +3.7% |
| 1Y | +11.9% | +50.1% | -38.2% | +8.4% |
| 3Y | +48.4% | +157.3% | -108.9% | +36.7% |
| 5Y | +44.8% | +161.0% | -116.2% | +32.1% |
| 10Y | +115.9% | +1,018.7% | -902.8% | +75.4% |
| All | +223.8% | +2,492.7% | -2,268.9% | +113.3% |
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