+353.3%
USFD vs HALO
+692.7%
-339.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +1.3% | -18.1% | +19.4% | +5.9% |
| 30D | +10.6% | -8.2% | +18.7% | +12.3% |
| 3M | -2.4% | -1.1% | -1.3% | -2.8% |
| 6M | +28.9% | +41.9% | -13.0% | +16.7% |
| YTD | +43.7% | +49.6% | -5.9% | +27.5% |
| 1Y | +48.5% | +42.5% | +6.0% | +33.3% |
| 3Y | +154.7% | +170.3% | -15.5% | +83.4% |
| 5Y | +218.4% | +158.4% | +60.0% | +124.1% |
| All | +353.3% | +692.7% | -339.4% | +150.4% |
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