+625.0%
HALO vs FIVE
+504.2%
+120.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -3.8% |
| 30D | -14.2% | +12.7% | -26.8% | -16.2% |
| 3M | -0.4% | +2.1% | -2.5% | -1.1% |
| 6M | +43.2% | +17.5% | +25.7% | +37.6% |
| YTD | +49.0% | +31.0% | +18.0% | +39.3% |
| 1Y | +40.8% | +67.7% | -26.9% | +25.0% |
| 3Y | +167.4% | +43.4% | +124.0% | +133.9% |
| 5Y | +157.4% | +18.1% | +139.3% | +128.2% |
| All | +625.0% | +504.2% | +120.9% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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