+41.2%
HALO vs FIVE
+69.1%
-27.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -3.4% | +0.6% | -3.9% | -3.5% |
| 30D | +4.3% | +3.0% | +1.3% | +3.8% |
| 3M | +51.8% | +23.2% | +28.6% | +50.0% |
| 6M | +57.8% | +9.2% | +48.6% | +57.1% |
| YTD | +59.0% | +28.1% | +30.9% | +54.2% |
| 1Y | +41.2% | +65.3% | -24.1% | +31.9% |
| All | +41.2% | +69.1% | -27.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling