-55.8%
FIG vs HALO
+47.3%
-103.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.4% |
| 7D | -16.3% | +4.6% | -20.9% | -15.9% |
| 30D | -14.3% | +31.8% | -46.1% | -11.3% |
| 3M | +7.2% | +53.9% | -46.7% | +12.5% |
| 6M | -18.6% | +57.4% | -76.0% | -14.7% |
| YTD | -35.5% | +63.7% | -99.2% | -33.4% |
| 1Y | -55.8% | +50.1% | -105.9% | -53.1% |
| All | -55.8% | +47.3% | -103.1% | -53.1% |
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