+538.9%
FICO vs HALO
+692.7%
-153.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +1.4% | -18.1% | +19.5% | +5.8% |
| 30D | -0.8% | -8.2% | +7.4% | +0.6% |
| 3M | -31.3% | -1.1% | -30.2% | -31.6% |
| 6M | -33.9% | +41.9% | -75.9% | -40.1% |
| YTD | -57.6% | +49.6% | -107.2% | -62.3% |
| 1Y | -59.7% | +42.5% | -102.2% | -63.8% |
| 3Y | -28.0% | +170.3% | -198.3% | -48.5% |
| 5Y | +91.0% | +158.4% | -67.4% | +34.1% |
| All | +538.9% | +692.7% | -153.8% | +240.4% |
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