+351.3%
FERG vs HALO
+979.6%
-628.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -2.3% |
| 30D | -8.9% | +5.3% | -14.2% | -9.4% |
| 3M | -2.0% | +51.6% | -53.6% | -6.1% |
| 6M | -3.2% | +61.3% | -64.4% | -7.8% |
| YTD | +1.5% | +59.3% | -57.8% | -3.3% |
| 1Y | +0.5% | +38.3% | -37.8% | -3.1% |
| 3Y | +50.4% | +185.9% | -135.5% | +33.3% |
| 5Y | +68.7% | +159.9% | -91.3% | +50.1% |
| All | +351.3% | +979.6% | -628.2% | +272.4% |
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