+774.4%
FLEX vs HALO
+2,492.7%
-1,718.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.9% | +4.6% | -5.5% | -1.7% |
| 30D | -10.1% | +31.8% | -42.0% | -15.1% |
| 3M | -31.3% | +53.9% | -85.2% | -37.1% |
| 6M | +71.3% | +57.4% | +13.9% | +55.9% |
| YTD | +81.2% | +63.7% | +17.5% | +63.5% |
| 1Y | +98.5% | +50.1% | +48.4% | +81.7% |
| 3Y | +428.2% | +157.3% | +270.9% | +322.6% |
| 5Y | +657.3% | +161.0% | +496.3% | +493.0% |
| 10Y | +995.9% | +1,018.7% | -22.8% | +530.0% |
| All | +774.4% | +2,492.7% | -1,718.3% | +239.1% |
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 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