+6,034.5%
FIX vs HALO
+924.7%
+5,109.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +3.5% | -2.1% | +5.6% | +3.9% |
| 30D | -3.5% | +4.6% | -8.2% | -4.4% |
| 3M | -11.8% | +50.2% | -62.0% | -19.3% |
| 6M | +17.8% | +57.6% | -39.8% | +6.5% |
| YTD | +73.3% | +59.6% | +13.7% | +56.2% |
| 1Y | +128.1% | +41.2% | +86.9% | +110.3% |
| 3Y | +772.7% | +178.9% | +593.8% | +569.6% |
| 5Y | +2,166.4% | +160.1% | +2,006.4% | +1,619.4% |
| 10Y | +6,034.5% | +967.5% | +5,067.0% | +3,211.6% |
| All | +6,034.5% | +924.7% | +5,109.7% | +3,211.6% |
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