+295.8%
FTI vs HALO
+979.6%
-683.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.9% |
| 30D | +1.5% | +5.3% | -3.8% | +0.5% |
| 3M | +8.2% | +51.6% | -43.4% | -0.6% |
| 6M | +18.8% | +61.3% | -42.4% | +7.5% |
| YTD | +71.7% | +59.3% | +12.4% | +55.4% |
| 1Y | +90.0% | +38.3% | +51.8% | +76.5% |
| 3Y | +270.5% | +185.9% | +84.6% | +183.6% |
| 5Y | +1,084.5% | +159.9% | +924.6% | +800.5% |
| All | +295.8% | +979.6% | -683.7% | +124.5% |
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