+160.1%
HALO vs FIVE
+35.6%
+124.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -2.1% | +1.7% | -3.7% | -2.4% |
| 30D | +4.6% | +5.0% | -0.3% | +3.7% |
| 3M | +50.2% | +29.5% | +20.7% | +43.9% |
| 6M | +57.6% | +12.4% | +45.2% | +53.5% |
| YTD | +59.6% | +31.2% | +28.4% | +51.3% |
| 1Y | +41.2% | +72.9% | -31.7% | +27.2% |
| 3Y | +178.9% | +53.0% | +125.8% | +153.2% |
| 5Y | +160.1% | +34.2% | +125.9% | +142.1% |
| All | +160.1% | +35.6% | +124.5% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling