-47.5%
FPS vs HALO
+60.9%
-108.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.7% | +16.7% | +16.0% |
| 7D | -8.0% | -20.2% | +12.2% | -7.1% |
| 30D | -43.5% | -6.8% | -36.8% | -42.9% |
| 3M | -41.6% | -0.2% | -41.4% | -41.0% |
| All | -47.5% | +60.9% | -108.4% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling