+50.1%
HALO vs FTV
+21.5%
+28.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +4.6% | -4.6% | +9.2% | +5.7% |
| 30D | +31.8% | -7.2% | +39.0% | +34.1% |
| 3M | +53.9% | -7.3% | +61.2% | +56.3% |
| 6M | +57.4% | -1.6% | +59.0% | +56.7% |
| YTD | +63.7% | +3.3% | +60.4% | +60.1% |
| 1Y | +50.1% | +20.2% | +29.9% | +35.1% |
| All | +50.1% | +21.5% | +28.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling