+3,644.4%
FIX vs HALO
+766.1%
+2,878.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -13.9% | -19.9% | +6.0% | -10.7% |
| 30D | -35.5% | -6.7% | -28.8% | -35.1% |
| 3M | -33.9% | +0.4% | -34.3% | -34.5% |
| 6M | -43.3% | +60.6% | -103.9% | -49.2% |
| YTD | +18.7% | +53.0% | -34.3% | +7.3% |
| 1Y | +13.8% | +51.4% | -37.7% | +2.9% |
| 3Y | +495.0% | +176.5% | +318.5% | +357.0% |
| 5Y | +1,049.0% | +169.7% | +879.3% | +762.1% |
| 10Y | +3,644.4% | +747.6% | +2,896.9% | +2,136.3% |
| All | +3,644.4% | +766.1% | +2,878.3% | +2,136.3% |
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 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