+164.3%
FSLY vs HALO
+92.7%
+71.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.2% |
| 7D | -22.2% | +0.2% | -22.4% | -22.1% |
| 30D | -19.1% | +20.3% | -39.5% | -14.5% |
| 3M | -15.7% | +56.6% | -72.3% | -6.3% |
| 6M | -23.5% | +101.9% | -125.3% | -9.6% |
| YTD | +106.6% | +93.7% | +13.0% | +114.0% |
| 1Y | +164.3% | +91.5% | +72.7% | +179.9% |
| All | +164.3% | +92.7% | +71.6% | +179.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling