+212.6%
USFD vs HALO
+149.7%
+62.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -3.3% | +0.5% | -3.9% | -3.5% |
| 30D | -5.3% | +5.0% | -10.4% | -6.3% |
| 3M | +18.8% | +53.1% | -34.4% | +8.7% |
| 6M | +14.3% | +60.8% | -46.5% | +3.3% |
| YTD | +36.9% | +60.9% | -24.1% | +23.1% |
| 1Y | +31.7% | +42.8% | -11.1% | +21.2% |
| 3Y | +164.5% | +181.3% | -16.8% | +99.9% |
| 5Y | +212.6% | +157.6% | +55.0% | +116.7% |
| All | +212.6% | +149.7% | +62.9% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling