-79.9%
FIG vs HALO
+79.0%
-158.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -3.8% | -2.7% | -1.1% | -4.1% |
| 30D | -2.3% | +5.3% | -7.6% | -1.8% |
| 3M | +20.0% | +51.6% | -31.6% | +24.5% |
| 6M | -16.7% | +61.3% | -77.9% | -13.4% |
| YTD | -37.9% | +59.3% | -97.2% | -37.1% |
| 1Y | -58.5% | +38.3% | -96.8% | -53.9% |
| All | -79.9% | +79.0% | -158.9% | -78.6% |
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