+158.7%
HALO vs FRSH
-72.5%
+231.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.7% | -6.6% | +3.9% | -1.9% |
| 30D | +5.3% | +2.1% | +3.2% | +4.9% |
| 3M | +51.6% | +29.0% | +22.6% | +46.2% |
| 6M | +61.3% | +48.6% | +12.6% | +52.0% |
| YTD | +59.3% | -2.9% | +62.2% | +58.1% |
| 1Y | +38.3% | -7.9% | +46.2% | +38.0% |
| 3Y | +185.9% | -46.5% | +232.4% | +200.8% |
| All | +158.7% | -72.5% | +231.3% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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