+436.1%
FISV vs HALO
+2,417.6%
-1,981.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -7.2% | -3.4% | -3.8% | -6.8% |
| 30D | -7.2% | +4.3% | -11.5% | -7.7% |
| 3M | -8.2% | +51.8% | -59.9% | -12.9% |
| 6M | -17.7% | +57.8% | -75.5% | -22.4% |
| YTD | -27.2% | +59.0% | -86.1% | -31.5% |
| 1Y | -63.0% | +41.2% | -104.1% | -64.7% |
| 3Y | -59.8% | +177.8% | -237.6% | -65.5% |
| 5Y | -55.8% | +159.5% | -215.2% | -62.2% |
| 10Y | -2.4% | +963.6% | -966.0% | -31.6% |
| All | +436.1% | +2,417.6% | -1,981.6% | +193.3% |
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