+1,019.3%
HALO vs FIVE
+873.2%
+146.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -19.9% | +7.3% | -27.3% | -21.3% |
| 30D | -6.7% | +18.1% | -24.8% | -10.4% |
| 3M | +0.4% | +7.7% | -7.4% | -1.8% |
| 6M | +60.6% | +13.6% | +47.0% | +54.0% |
| YTD | +53.0% | +34.6% | +18.4% | +40.0% |
| 1Y | +51.4% | +66.2% | -14.8% | +31.3% |
| 3Y | +176.5% | +43.5% | +133.0% | +133.0% |
| 5Y | +169.7% | +20.7% | +149.1% | +130.1% |
| 10Y | +747.6% | +541.5% | +206.1% | +271.2% |
| All | +1,019.3% | +873.2% | +146.2% | +205.1% |
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 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