-98.6%
FCUV vs HALO
+979.6%
-1,078.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | -66.5% | -2.7% | -63.8% | -66.6% |
| 30D | +5.0% | +5.3% | -0.3% | +5.1% |
| 3M | +63.8% | +51.6% | +12.2% | +68.1% |
| 6M | -67.8% | +61.3% | -129.1% | -67.0% |
| YTD | -82.4% | +59.3% | -141.7% | -81.9% |
| 1Y | -94.7% | +38.3% | -133.0% | -94.6% |
| 3Y | -99.3% | +185.9% | -285.1% | -99.2% |
| 5Y | -99.9% | +159.9% | -259.8% | -99.8% |
| All | -98.6% | +979.6% | -1,078.1% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling