+1,036.2%
FTI vs HALO
+158.6%
+877.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | +1.5% | +5.3% | -3.8% | +0.8% |
| 3M | +8.2% | +51.6% | -43.4% | +2.0% |
| 6M | +18.8% | +61.3% | -42.4% | +10.8% |
| YTD | +71.7% | +59.3% | +12.4% | +60.1% |
| 1Y | +90.0% | +38.3% | +51.8% | +80.6% |
| 3Y | +270.5% | +185.9% | +84.6% | +203.2% |
| All | +1,036.2% | +158.6% | +877.6% | +814.2% |
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