+530.5%
FLEX vs HALO
+2,292.5%
-1,761.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.0% | +4.0% |
| 7D | +2.2% | -22.0% | +24.2% | +6.7% |
| 30D | -32.6% | -8.5% | -24.2% | -31.9% |
| 3M | -35.5% | -0.9% | -34.6% | -35.8% |
| 6M | -45.6% | +53.1% | -98.7% | -50.5% |
| YTD | +30.7% | +51.1% | -20.4% | +19.0% |
| 1Y | +28.4% | +45.0% | -16.6% | +17.6% |
| 3Y | +301.7% | +173.0% | +128.7% | +216.6% |
| 5Y | +473.3% | +163.6% | +309.6% | +346.0% |
| 10Y | +651.7% | +708.3% | -56.5% | +358.2% |
| All | +530.5% | +2,292.5% | -1,761.9% | +146.8% |
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