-3.5%
FSLY vs HALO
+581.5%
-585.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +12.5% | -2.7% | +15.2% | +13.7% |
| 30D | -18.8% | +5.3% | -24.1% | -20.9% |
| 3M | +22.7% | +51.6% | -28.9% | +1.1% |
| 6M | -3.7% | +61.3% | -65.0% | -23.2% |
| YTD | +127.5% | +59.3% | +68.2% | +78.9% |
| 1Y | +193.5% | +38.3% | +155.3% | +145.1% |
| 3Y | -1.3% | +185.9% | -187.2% | -50.3% |
| 5Y | -47.3% | +159.9% | -207.3% | -72.6% |
| All | -3.5% | +581.5% | -585.0% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling