+86.3%
FOXA vs HALO
+571.6%
-485.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -5.4% | -2.1% | -3.4% | -5.1% |
| 30D | +1.1% | +4.6% | -3.5% | +0.4% |
| 3M | -6.1% | +50.2% | -56.4% | -12.0% |
| 6M | +8.2% | +57.6% | -49.4% | +0.5% |
| YTD | -11.8% | +59.6% | -71.4% | -18.5% |
| 1Y | +9.9% | +41.2% | -31.3% | +3.4% |
| 3Y | +110.7% | +178.9% | -68.1% | +69.6% |
| 5Y | +86.9% | +160.1% | -73.2% | +48.9% |
| All | +86.3% | +571.6% | -485.3% | +8.4% |
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 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