+239.1%
FIS vs HALO
+2,492.7%
-2,253.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +1.1% | +4.6% | -3.5% | +0.6% |
| 30D | -2.2% | +31.8% | -34.0% | -5.6% |
| 3M | +2.1% | +53.9% | -51.8% | -3.1% |
| 6M | -14.7% | +57.4% | -72.0% | -19.4% |
| YTD | -35.7% | +63.7% | -99.4% | -39.7% |
| 1Y | -37.1% | +50.1% | -87.2% | -40.5% |
| 3Y | -20.0% | +157.3% | -177.3% | -30.4% |
| 5Y | -62.1% | +161.0% | -223.1% | -67.5% |
| 10Y | -37.4% | +1,018.7% | -1,056.1% | -55.6% |
| All | +239.1% | +2,492.7% | -2,253.6% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling