+220.3%
HALO vs FGI
-69.1%
+289.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -2.1% | +14.7% | -16.8% | -2.1% |
| 30D | +4.6% | +67.0% | -62.3% | +3.9% |
| 3M | +50.2% | +31.0% | +19.2% | +49.5% |
| 6M | +57.6% | +126.8% | -69.2% | +54.4% |
| YTD | +59.6% | +35.6% | +24.0% | +57.3% |
| 1Y | +41.2% | +108.9% | -67.7% | +35.8% |
| 3Y | +178.9% | -0.3% | +179.1% | +167.0% |
| All | +220.3% | -69.1% | +289.4% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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