+24.8%
USFD vs HALO
+41.3%
-16.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.3% |
| 7D | -7.0% | -2.1% | -4.9% | -6.7% |
| 30D | -10.3% | +4.6% | -14.9% | -10.9% |
| 3M | +9.2% | +50.2% | -41.1% | +2.1% |
| 6M | +7.4% | +57.6% | -50.2% | -0.6% |
| YTD | +29.4% | +59.6% | -30.2% | +16.6% |
| 1Y | +24.8% | +41.2% | -16.3% | +13.5% |
| All | +24.8% | +41.3% | -16.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling