+1,097.7%
HALO vs FIVE
+868.1%
+229.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.7% |
| 7D | +4.6% | +4.3% | +0.3% | +3.5% |
| 30D | +31.8% | +12.5% | +19.3% | +28.1% |
| 3M | +53.9% | +31.2% | +22.7% | +43.7% |
| 6M | +57.4% | +14.4% | +43.0% | +50.4% |
| YTD | +63.7% | +33.9% | +29.8% | +50.3% |
| 1Y | +50.1% | +65.1% | -14.9% | +30.0% |
| 3Y | +157.3% | +49.0% | +108.4% | +114.7% |
| 5Y | +161.0% | +30.3% | +130.7% | +117.3% |
| 10Y | +1,018.7% | +481.1% | +537.6% | +409.0% |
| All | +1,097.7% | +868.1% | +229.6% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling