+876.3%
HALO vs FDS
+64.8%
+811.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.7% | -14.0% | +11.3% | +2.4% |
| 30D | +5.3% | -6.2% | +11.5% | +7.3% |
| 3M | +51.6% | +10.2% | +41.4% | +45.0% |
| 6M | +61.3% | +27.4% | +33.8% | +43.9% |
| YTD | +59.3% | -9.3% | +68.5% | +60.9% |
| 1Y | +38.3% | -28.6% | +66.9% | +53.7% |
| 3Y | +185.9% | -36.8% | +222.7% | +233.0% |
| 5Y | +159.9% | -28.6% | +188.6% | +182.8% |
| All | +876.3% | +64.8% | +811.5% | +543.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling