+1,049.0%
FIX vs HALO
+167.8%
+881.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -13.9% | -19.9% | +6.0% | -11.3% |
| 30D | -35.5% | -6.7% | -28.8% | -35.2% |
| 3M | -33.9% | +0.4% | -34.3% | -34.4% |
| 6M | -43.3% | +60.6% | -103.9% | -48.5% |
| YTD | +18.7% | +53.0% | -34.3% | +8.7% |
| 1Y | +13.8% | +51.4% | -37.7% | +4.3% |
| 3Y | +495.0% | +176.5% | +318.5% | +368.7% |
| 5Y | +1,049.0% | +169.7% | +879.3% | +785.8% |
| All | +1,049.0% | +167.8% | +881.2% | +785.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling