+225.0%
FE vs HALO
+2,323.1%
-2,098.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.5% | -19.9% | +19.4% | +0.9% |
| 30D | +4.3% | -6.7% | +11.1% | +4.7% |
| 3M | +0.4% | +0.4% | 0.0% | +0.2% |
| 6M | +6.9% | +60.6% | -53.7% | +3.1% |
| YTD | +8.0% | +53.0% | -45.0% | +4.4% |
| 1Y | +4.8% | +51.4% | -46.6% | +1.3% |
| 3Y | +49.0% | +176.5% | -127.5% | +36.5% |
| 5Y | +46.2% | +169.7% | -123.5% | +33.0% |
| 10Y | +120.9% | +747.6% | -626.7% | +82.8% |
| All | +225.0% | +2,323.1% | -2,098.0% | +114.8% |
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 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