+19,641.0%
FIX vs HALO
+2,292.5%
+17,348.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.3% | +5.2% |
| 7D | +6.4% | -22.0% | +28.4% | +10.3% |
| 30D | -29.1% | -8.5% | -20.6% | -28.4% |
| 3M | -31.1% | -0.9% | -30.2% | -31.5% |
| 6M | -42.8% | +53.1% | -95.9% | -47.2% |
| YTD | +24.6% | +51.1% | -26.4% | +15.2% |
| 1Y | +21.9% | +45.0% | -23.0% | +13.4% |
| 3Y | +524.9% | +173.0% | +352.0% | +411.2% |
| 5Y | +1,092.2% | +163.6% | +928.6% | +862.8% |
| 10Y | +3,759.0% | +708.3% | +3,050.8% | +2,402.3% |
| All | +19,641.0% | +2,292.5% | +17,348.5% | +9,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling