+1,154.6%
HALO vs FTV
+87.0%
+1,067.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | +4.6% | -9.5% | +14.2% | +9.1% |
| 3M | +50.2% | -10.9% | +61.1% | +57.3% |
| 6M | +57.6% | -0.6% | +58.2% | +56.9% |
| YTD | +59.6% | +1.4% | +58.1% | +56.2% |
| 1Y | +41.2% | +17.6% | +23.5% | +29.0% |
| 3Y | +178.9% | -3.3% | +182.1% | +173.4% |
| 5Y | +160.1% | -0.1% | +160.2% | +146.9% |
| 10Y | +967.5% | +82.5% | +885.0% | +670.5% |
| All | +1,154.6% | +87.0% | +1,067.6% | +818.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling