+2,422.4%
HALO vs IFF
+276.6%
+2,145.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.7% | -3.2% | +0.5% | -1.2% |
| 30D | +5.3% | -0.3% | +5.6% | +5.3% |
| 3M | +51.6% | +8.4% | +43.1% | +44.8% |
| 6M | +61.3% | +23.0% | +38.2% | +42.5% |
| YTD | +59.3% | +25.5% | +33.8% | +38.4% |
| 1Y | +38.3% | +29.1% | +9.2% | +18.0% |
| 3Y | +185.9% | +31.7% | +154.2% | +130.2% |
| 5Y | +159.9% | -35.2% | +195.2% | +188.6% |
| 10Y | +965.6% | -20.7% | +986.3% | +805.1% |
| All | +2,422.4% | +276.6% | +2,145.8% | +633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling