+208.0%
USFD vs HALO
+167.8%
+40.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +8.4% | -19.9% | +28.3% | +12.9% |
| 30D | +12.7% | -6.7% | +19.5% | +13.9% |
| 3M | +1.1% | +0.4% | +0.8% | +0.5% |
| 6M | +30.2% | +60.6% | -30.5% | +17.1% |
| YTD | +45.8% | +53.0% | -7.2% | +31.8% |
| 1Y | +51.9% | +51.4% | +0.5% | +37.6% |
| 3Y | +158.5% | +176.5% | -18.0% | +94.7% |
| 5Y | +208.0% | +169.7% | +38.3% | +129.9% |
| All | +208.0% | +167.8% | +40.2% | +129.9% |
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