+2,185.6%
FIX vs HALO
+149.7%
+2,035.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +6.1% | +0.5% | +5.5% | +5.9% |
| 30D | -2.7% | +5.0% | -7.7% | -3.5% |
| 3M | -10.9% | +53.1% | -64.1% | -17.8% |
| 6M | +29.0% | +60.8% | -31.8% | +17.7% |
| YTD | +76.9% | +60.9% | +15.9% | +61.4% |
| 1Y | +130.7% | +42.8% | +88.0% | +114.6% |
| 3Y | +790.7% | +181.3% | +609.4% | +600.1% |
| 5Y | +2,185.6% | +157.6% | +2,028.0% | +1,639.1% |
| All | +2,185.6% | +149.7% | +2,035.9% | +1,639.1% |
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