-65.0%
FIS vs HALO
+158.6%
-223.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.9% | -2.7% | -5.2% | -7.5% |
| 30D | -8.0% | +5.3% | -13.3% | -8.6% |
| 3M | +0.6% | +51.6% | -51.0% | -5.5% |
| 6M | -22.2% | +61.3% | -83.5% | -27.7% |
| YTD | -40.8% | +59.3% | -100.1% | -45.1% |
| 1Y | -41.5% | +38.3% | -79.8% | -44.6% |
| 3Y | -25.5% | +185.9% | -211.4% | -41.0% |
| All | -65.0% | +158.6% | -223.6% | -73.5% |
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 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