+8.1%
FPS vs HALO
+42.2%
-34.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +3.1% | +4.6% | -1.5% | +2.1% |
| 30D | -18.6% | +31.8% | -50.4% | -24.7% |
| 3M | -51.5% | +53.9% | -105.4% | -58.5% |
| 6M | -8.5% | +57.4% | -65.9% | -20.5% |
| All | +8.1% | +42.2% | -34.1% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling