+77.0%
FROG vs HALO
+40.0%
+37.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.6% |
| 7D | +12.5% | -3.2% | +15.7% | +11.3% |
| 30D | +23.5% | -14.2% | +37.7% | +17.7% |
| 3M | +19.4% | -0.4% | +19.8% | +10.3% |
| 6M | +77.0% | +43.2% | +33.8% | +52.0% |
| All | +77.0% | +40.0% | +37.0% | +52.0% |
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