+335.4%
USFD vs HALO
+897.7%
-562.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.7% | -3.2% | +4.9% | +2.4% |
| 30D | +10.2% | -14.2% | +24.3% | +13.6% |
| 3M | -1.5% | -0.4% | -1.1% | -2.0% |
| 6M | +27.3% | +43.2% | -15.8% | +16.0% |
| YTD | +44.0% | +49.0% | -5.0% | +29.2% |
| 1Y | +50.4% | +40.8% | +9.5% | +36.6% |
| 3Y | +153.6% | +167.4% | -13.8% | +89.3% |
| 5Y | +219.0% | +157.4% | +61.6% | +133.5% |
| 10Y | +361.5% | +697.1% | -335.6% | +169.0% |
| All | +335.4% | +897.7% | -562.3% | +147.8% |
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