-5.3%
FSLY vs HALO
+582.7%
-588.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +11.2% | -2.1% | +13.2% | +12.1% |
| 30D | -18.2% | +4.6% | -22.8% | -20.0% |
| 3M | +21.9% | +50.2% | -28.3% | +0.9% |
| 6M | +4.0% | +57.6% | -53.6% | -16.3% |
| YTD | +123.1% | +59.6% | +63.5% | +75.3% |
| 1Y | +196.9% | +41.2% | +155.7% | +145.6% |
| 3Y | -1.3% | +178.9% | -180.1% | -49.5% |
| 5Y | -50.2% | +160.1% | -210.3% | -74.1% |
| All | -5.3% | +582.7% | -588.0% | -74.0% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling