+2,448.5%
HALO vs FDS
+1,265.7%
+1,182.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.5% |
| 7D | +0.5% | -5.4% | +5.9% | +3.4% |
| 30D | +5.0% | +1.6% | +3.5% | +3.8% |
| 3M | +53.1% | +17.7% | +35.4% | +38.1% |
| 6M | +60.8% | +29.1% | +31.7% | +34.7% |
| YTD | +60.9% | +1.0% | +60.0% | +50.9% |
| 1Y | +42.8% | -21.6% | +64.4% | +52.2% |
| 3Y | +181.3% | -30.1% | +211.4% | +215.6% |
| 5Y | +157.6% | -20.7% | +178.3% | +161.9% |
| 10Y | +910.4% | +78.3% | +832.1% | +472.2% |
| All | +2,448.5% | +1,265.7% | +1,182.8% | +567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling