-1.3%
FSLY vs HALO
+178.1%
-179.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +12.5% | -2.7% | +15.2% | +12.8% |
| 30D | -18.8% | +5.3% | -24.1% | -19.4% |
| 3M | +22.7% | +51.6% | -28.9% | +15.7% |
| 6M | -3.7% | +61.3% | -65.0% | -10.1% |
| YTD | +127.5% | +59.3% | +68.2% | +109.3% |
| 1Y | +193.5% | +38.3% | +155.3% | +177.6% |
| 3Y | -1.3% | +185.9% | -187.2% | -29.0% |
| All | -1.3% | +178.1% | -179.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling