+725.7%
FLEX vs HALO
+156.4%
+569.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +6.4% | -2.1% | +8.4% | +6.7% |
| 30D | -5.9% | +4.6% | -10.5% | -6.7% |
| 3M | -23.5% | +50.2% | -73.7% | -29.1% |
| 6M | +83.7% | +57.6% | +26.1% | +68.1% |
| YTD | +86.5% | +59.6% | +26.9% | +69.9% |
| 1Y | +100.5% | +41.2% | +59.3% | +86.6% |
| 3Y | +469.8% | +178.9% | +291.0% | +346.0% |
| 5Y | +725.7% | +160.1% | +565.6% | +515.3% |
| All | +725.7% | +156.4% | +569.3% | +515.3% |
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