-51.1%
FIS vs HALO
+92.7%
-143.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.3% | -25.0% | -23.7% |
| 7D | -18.4% | +0.2% | -18.7% | -18.4% |
| 30D | -11.4% | +20.3% | -31.7% | -11.5% |
| 3M | -32.0% | +56.6% | -88.6% | -32.2% |
| 6M | -35.6% | +101.9% | -137.5% | -35.6% |
| YTD | -53.8% | +93.7% | -147.5% | -54.3% |
| 1Y | -51.1% | +91.5% | -142.6% | -51.5% |
| All | -51.1% | +92.7% | -143.8% | -51.5% |
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