+91.5%
HALO vs IFF
+44.8%
+46.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.1% |
| 7D | +0.2% | -3.3% | +3.5% | +0.7% |
| 30D | +20.3% | +5.3% | +15.0% | +19.1% |
| 3M | +56.6% | +8.9% | +47.7% | +53.9% |
| 6M | +101.9% | +26.3% | +75.5% | +91.7% |
| YTD | +93.7% | +32.2% | +61.5% | +78.7% |
| 1Y | +91.5% | +45.8% | +45.8% | +68.9% |
| All | +91.5% | +44.8% | +46.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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