+282.7%
FLEX vs HALO
+170.1%
+112.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | +7.5% | -3.2% | +10.7% | +7.7% |
| 30D | -25.3% | -14.2% | -11.1% | -24.4% |
| 3M | -39.7% | -0.4% | -39.3% | -39.9% |
| 6M | -47.9% | +43.2% | -91.0% | -50.3% |
| YTD | +24.1% | +49.0% | -24.9% | +17.4% |
| 1Y | +26.0% | +40.8% | -14.9% | +20.0% |
| 3Y | +282.7% | +167.4% | +115.3% | +245.9% |
| All | +282.7% | +170.1% | +112.6% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling