+133.0%
FROG vs HALO
+156.4%
-23.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.8% | -2.1% | -2.7% | -4.3% |
| 30D | -0.9% | +4.6% | -5.6% | -2.3% |
| 3M | +7.5% | +50.2% | -42.8% | -3.8% |
| 6M | +107.0% | +57.6% | +49.4% | +82.1% |
| YTD | +39.8% | +59.6% | -19.8% | +21.6% |
| 1Y | +74.8% | +41.2% | +33.6% | +56.9% |
| 3Y | +219.3% | +178.9% | +40.4% | +107.9% |
| 5Y | +133.0% | +160.1% | -27.1% | +45.8% |
| All | +133.0% | +156.4% | -23.4% | +45.8% |
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 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