+1,033.9%
FLEX vs HALO
+977.5%
+56.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.9% |
| 30D | -11.8% | +4.3% | -16.0% | -12.7% |
| 3M | -22.6% | +51.8% | -74.3% | -30.3% |
| 6M | +77.3% | +57.8% | +19.5% | +57.6% |
| YTD | +78.8% | +59.0% | +19.8% | +58.2% |
| 1Y | +86.1% | +41.2% | +44.9% | +69.0% |
| 3Y | +446.2% | +177.8% | +268.4% | +299.8% |
| 5Y | +689.7% | +159.5% | +530.2% | +471.0% |
| All | +1,033.9% | +977.5% | +56.4% | +541.4% |
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