+42.5%
HALO vs FGI
+51.2%
-8.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -0.9% |
| 7D | -18.1% | +13.5% | -31.6% | -18.0% |
| 30D | -8.2% | +17.1% | -25.3% | -8.0% |
| 3M | -1.1% | +78.0% | -79.1% | -0.2% |
| 6M | +41.9% | +46.4% | -4.5% | +43.2% |
| YTD | +49.6% | +47.7% | +1.9% | +49.7% |
| 1Y | +42.5% | +56.8% | -14.3% | +39.7% |
| All | +42.5% | +51.2% | -8.6% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling