-10.4%
FSLY vs HALO
+588.6%
-599.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.1% |
| 7D | +3.5% | +0.5% | +2.9% | +3.2% |
| 30D | -6.4% | +5.0% | -11.4% | -8.6% |
| 3M | +10.9% | +53.1% | -42.2% | -9.0% |
| 6M | +6.7% | +60.8% | -54.1% | -14.8% |
| YTD | +111.1% | +60.9% | +50.2% | +65.4% |
| 1Y | +185.8% | +42.8% | +143.0% | +135.4% |
| 3Y | -6.6% | +181.3% | -187.8% | -52.4% |
| 5Y | -52.4% | +157.6% | -210.0% | -75.0% |
| All | -10.4% | +588.6% | -599.0% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling