+100.6%
FLEX vs HALO
+41.1%
+59.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | +5.7% | -2.7% | +8.4% | +5.9% |
| 30D | -7.0% | +5.3% | -12.3% | -7.4% |
| 3M | -23.8% | +51.6% | -75.4% | -27.9% |
| 6M | +82.6% | +61.3% | +21.4% | +69.4% |
| YTD | +91.6% | +59.3% | +32.3% | +76.3% |
| 1Y | +100.6% | +38.3% | +62.3% | +95.1% |
| All | +100.6% | +41.1% | +59.5% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling