+1,301.2%
FERG vs HALO
+1,648.4%
-347.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.0% | -3.4% | +2.4% | -0.9% |
| 30D | -11.8% | +4.3% | -16.1% | -12.0% |
| 3M | -1.2% | +51.8% | -53.0% | -3.2% |
| 6M | -2.3% | +57.8% | -60.1% | -4.5% |
| YTD | +0.8% | +59.0% | -58.2% | -1.5% |
| 1Y | +0.5% | +41.2% | -40.7% | -1.3% |
| 3Y | +51.4% | +177.8% | -126.5% | +43.4% |
| 5Y | +67.5% | +159.5% | -92.0% | +58.8% |
| 10Y | +348.1% | +963.6% | -615.5% | +310.9% |
| All | +1,301.2% | +1,648.4% | -347.1% | +1,227.9% |
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