+35.2%
FROG vs HALO
+298.1%
-262.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -11.3% | +4.6% | -15.9% | -12.4% |
| 30D | +3.6% | +31.8% | -28.2% | -4.1% |
| 3M | +1.7% | +53.9% | -52.2% | -9.7% |
| 6M | +123.5% | +57.4% | +66.2% | +96.3% |
| YTD | +40.2% | +63.7% | -23.5% | +21.0% |
| 1Y | +81.0% | +50.1% | +30.9% | +59.5% |
| 3Y | +194.8% | +157.3% | +37.4% | +102.8% |
| 5Y | +131.8% | +161.0% | -29.2% | +51.3% |
| All | +35.2% | +298.1% | -262.9% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling