-26.5%
FIS vs HALO
+178.6%
-205.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -9.1% | -2.1% | -7.0% | -8.9% |
| 30D | -10.4% | +4.6% | -15.1% | -10.7% |
| 3M | -3.7% | +50.2% | -53.9% | -6.8% |
| 6M | -24.8% | +57.6% | -82.4% | -27.5% |
| YTD | -41.6% | +59.6% | -101.1% | -43.9% |
| 1Y | -42.7% | +41.2% | -83.9% | -44.5% |
| All | -26.5% | +178.6% | -205.1% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling