+679.3%
HALO vs USFR
+27.6%
+651.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | +4.6% | +0.3% | +4.4% | +4.4% |
| 3M | +50.2% | +1.0% | +49.3% | +48.8% |
| 6M | +57.6% | +1.9% | +55.7% | +54.6% |
| YTD | +59.6% | +2.7% | +56.9% | +55.4% |
| 1Y | +41.2% | +4.0% | +37.2% | +35.7% |
| 3Y | +178.9% | +14.0% | +164.8% | +144.9% |
| 5Y | +160.1% | +20.4% | +139.7% | +116.7% |
| 10Y | +967.5% | +28.0% | +939.5% | +744.2% |
| All | +679.3% | +27.6% | +651.7% | +494.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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