+790.7%
FIX vs HALO
+176.9%
+613.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +6.1% | +0.5% | +5.5% | +6.0% |
| 30D | -2.7% | +5.0% | -7.7% | -3.3% |
| 3M | -10.9% | +53.1% | -64.1% | -16.0% |
| 6M | +29.0% | +60.8% | -31.8% | +20.6% |
| YTD | +76.9% | +60.9% | +15.9% | +65.6% |
| 1Y | +130.7% | +42.8% | +88.0% | +118.7% |
| 3Y | +790.7% | +181.3% | +609.4% | +679.6% |
| All | +790.7% | +176.9% | +613.7% | +679.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling