+317.7%
USFD vs HALO
+996.4%
-678.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.0% | +4.6% | -7.6% | -4.0% |
| 30D | +3.5% | +31.8% | -28.3% | -3.2% |
| 3M | +26.6% | +53.9% | -27.3% | +14.1% |
| 6M | +11.7% | +57.4% | -45.7% | -0.1% |
| YTD | +38.1% | +63.7% | -25.6% | +22.0% |
| 1Y | +33.4% | +50.1% | -16.7% | +19.9% |
| 3Y | +155.8% | +157.3% | -1.5% | +93.4% |
| 5Y | +214.0% | +161.0% | +53.0% | +130.2% |
| 10Y | +320.4% | +1,018.7% | -698.3% | +139.0% |
| All | +317.7% | +996.4% | -678.8% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling