+159.5%
HALO vs FDS
-28.1%
+187.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.5% | +1.2% |
| 7D | -3.4% | -16.0% | +12.6% | +1.1% |
| 30D | +4.3% | -6.7% | +11.0% | +5.9% |
| 3M | +51.8% | +6.0% | +45.8% | +48.5% |
| 6M | +57.8% | +25.1% | +32.7% | +45.7% |
| YTD | +59.0% | -8.1% | +67.1% | +63.5% |
| 1Y | +41.2% | -26.0% | +67.2% | +58.7% |
| 3Y | +177.8% | -36.4% | +214.3% | +232.3% |
| 5Y | +159.5% | -27.7% | +187.2% | +209.3% |
| All | +159.5% | -28.1% | +187.6% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling