+34.6%
FROG vs HALO
+287.3%
-252.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -0.5% | -2.7% | +2.2% | +0.2% |
| 30D | +1.3% | +5.3% | -4.0% | -0.2% |
| 3M | +11.1% | +51.6% | -40.5% | -1.0% |
| 6M | +108.3% | +61.3% | +47.1% | +81.8% |
| YTD | +39.6% | +59.3% | -19.7% | +21.3% |
| 1Y | +74.7% | +38.3% | +36.5% | +57.6% |
| 3Y | +224.1% | +185.9% | +38.2% | +113.3% |
| 5Y | +138.4% | +159.9% | -21.5% | +55.6% |
| All | +34.6% | +287.3% | -252.7% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling