-80.8%
FIG vs HALO
+78.6%
-159.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -12.2% | -3.4% | -8.8% | -12.5% |
| 30D | -11.0% | +4.3% | -15.2% | -10.6% |
| 3M | +11.9% | +51.8% | -39.9% | +16.2% |
| 6M | -21.9% | +57.8% | -79.7% | -19.0% |
| YTD | -40.8% | +59.0% | -99.7% | -40.0% |
| 1Y | -56.6% | +41.2% | -97.8% | -53.8% |
| All | -80.8% | +78.6% | -159.5% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling