+2,752.3%
FFIV vs HALO
+2,448.5%
+303.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -2.7% | +5.0% | -7.7% | -3.4% |
| 3M | -1.7% | +53.1% | -54.8% | -8.1% |
| 6M | +36.1% | +60.8% | -24.6% | +26.0% |
| YTD | +52.6% | +60.9% | -8.3% | +41.1% |
| 1Y | +21.5% | +42.8% | -21.3% | +14.1% |
| 3Y | +142.7% | +181.3% | -38.6% | +100.8% |
| 5Y | +92.6% | +157.6% | -65.0% | +59.2% |
| 10Y | +225.5% | +910.4% | -684.9% | +112.3% |
| All | +2,752.3% | +2,448.5% | +303.8% | +1,322.0% |
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 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