+876.3%
HALO vs FTV
+80.7%
+795.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.7% | -4.0% | +1.2% | -1.0% |
| 30D | +5.3% | -11.0% | +16.3% | +10.6% |
| 3M | +51.6% | -8.4% | +60.0% | +56.8% |
| 6M | +61.3% | -2.6% | +63.8% | +61.9% |
| YTD | +59.3% | -0.6% | +59.9% | +57.3% |
| 1Y | +38.3% | +11.0% | +27.3% | +29.6% |
| 3Y | +185.9% | -6.3% | +192.2% | +184.3% |
| 5Y | +159.9% | -1.5% | +161.5% | +148.0% |
| All | +876.3% | +80.7% | +795.6% | +573.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling