+3.1%
FERG vs HALO
+92.7%
-89.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | +11.5% | +20.3% | -8.9% | +8.6% |
| 3M | -2.4% | +56.6% | -59.0% | -8.8% |
| 6M | -4.0% | +101.9% | -105.8% | -15.2% |
| YTD | +13.4% | +93.7% | -80.3% | -1.2% |
| 1Y | +3.1% | +91.5% | -88.5% | -11.0% |
| All | +3.1% | +92.7% | -89.6% | -11.0% |
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