+151.9%
FFIV vs HALO
+178.6%
-26.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.9% |
| 7D | +3.5% | -2.1% | +5.5% | +3.6% |
| 30D | -1.3% | +4.6% | -6.0% | -1.7% |
| 3M | +2.4% | +50.2% | -47.9% | -1.5% |
| 6M | +41.8% | +57.6% | -15.8% | +35.6% |
| YTD | +58.5% | +59.6% | -1.1% | +51.3% |
| 1Y | +24.3% | +41.2% | -16.8% | +20.1% |
| All | +151.9% | +178.6% | -26.7% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling