+181.3%
HALO vs FIVE
+59.0%
+122.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.5% | +3.7% | -3.1% | +0.2% |
| 30D | +5.0% | +4.0% | +1.1% | +4.6% |
| 3M | +53.1% | +36.2% | +16.9% | +49.2% |
| 6M | +60.8% | +18.0% | +42.8% | +58.1% |
| YTD | +60.9% | +34.9% | +26.1% | +56.4% |
| 1Y | +42.8% | +67.9% | -25.1% | +35.9% |
| 3Y | +181.3% | +57.3% | +123.9% | +162.6% |
| All | +181.3% | +59.0% | +122.2% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling