+91.5%
HALO vs FDS
+31.1%
+60.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.5% | +1.3% |
| 7D | +0.2% | +9.4% | -9.2% | 0.0% |
| 30D | +20.3% | +23.8% | -3.4% | +19.6% |
| 3M | +56.6% | +25.1% | +31.5% | +55.6% |
| 6M | +101.9% | +53.8% | +48.1% | +102.5% |
| YTD | +93.7% | +19.6% | +74.1% | +100.6% |
| 1Y | +91.5% | +31.6% | +59.9% | +99.0% |
| All | +91.5% | +31.1% | +60.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling