-56.4%
FICO vs HALO
+92.7%
-149.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +1.7% | +20.3% | -18.7% | +0.2% |
| 3M | -33.0% | +56.6% | -89.6% | -35.1% |
| 6M | -33.9% | +101.9% | -135.7% | -36.4% |
| YTD | -58.5% | +93.7% | -152.2% | -60.0% |
| 1Y | -56.4% | +91.5% | -147.9% | -57.4% |
| All | -56.4% | +92.7% | -149.0% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling