+284.0%
FITB vs HALO
+979.6%
-695.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | -5.7% | +5.3% | -11.0% | -6.8% |
| 3M | +3.2% | +51.6% | -48.4% | -6.4% |
| 6M | +23.4% | +61.3% | -37.8% | +10.1% |
| YTD | +18.8% | +59.3% | -40.5% | +6.0% |
| 1Y | +25.0% | +38.3% | -13.3% | +14.7% |
| 3Y | +131.2% | +185.9% | -54.7% | +70.7% |
| 5Y | +70.7% | +159.9% | -89.3% | +25.8% |
| All | +284.0% | +979.6% | -695.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling