+367.0%
USFD vs HALO
+743.1%
-376.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -0.2% | -22.0% | +21.8% | +5.6% |
| 30D | +12.3% | -8.5% | +20.8% | +14.2% |
| 3M | -0.7% | -0.9% | +0.2% | -1.1% |
| 6M | +31.3% | +53.1% | -21.8% | +16.5% |
| YTD | +45.7% | +51.1% | -5.4% | +29.0% |
| 1Y | +52.1% | +45.0% | +7.1% | +36.0% |
| 3Y | +158.2% | +173.0% | -14.7% | +85.6% |
| 5Y | +213.8% | +163.6% | +50.1% | +119.9% |
| 10Y | +367.0% | +708.3% | -341.2% | +152.3% |
| All | +367.0% | +743.1% | -376.1% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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