+93.1%
FOXA vs HALO
+158.6%
-65.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -2.7% | +3.5% | +1.1% |
| 30D | +5.0% | +5.3% | -0.3% | +4.3% |
| 3M | -3.0% | +51.6% | -54.6% | -8.3% |
| 6M | +14.8% | +61.3% | -46.5% | +7.5% |
| YTD | -8.9% | +59.3% | -68.2% | -14.8% |
| 1Y | +13.3% | +38.3% | -24.9% | +8.0% |
| 3Y | +115.4% | +185.9% | -70.5% | +76.3% |
| All | +93.1% | +158.6% | -65.5% | +55.4% |
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