-48.4%
FSLY vs HALO
+157.2%
-205.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +7.5% | -3.4% | +10.9% | +8.7% |
| 30D | -21.1% | +4.3% | -25.4% | -22.4% |
| 3M | +21.8% | +51.8% | -30.0% | +3.7% |
| 6M | -0.1% | +57.8% | -57.9% | -16.6% |
| YTD | +123.1% | +59.0% | +64.1% | +82.3% |
| 1Y | +208.6% | +41.2% | +167.4% | +163.8% |
| 3Y | -1.3% | +177.8% | -179.1% | -47.1% |
| 5Y | -48.4% | +159.5% | -207.8% | -73.8% |
| All | -48.4% | +157.2% | -205.6% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling