+665.4%
FICO vs HALO
+924.7%
-259.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +5.5% |
| 7D | -10.6% | -2.1% | -8.5% | -10.1% |
| 30D | -6.3% | +4.6% | -11.0% | -7.3% |
| 3M | -19.7% | +50.2% | -70.0% | -27.2% |
| 6M | -31.8% | +57.6% | -89.4% | -38.9% |
| YTD | -41.8% | +59.6% | -101.4% | -48.3% |
| 1Y | -36.4% | +41.2% | -77.6% | -42.2% |
| 3Y | +9.3% | +178.9% | -169.6% | -20.3% |
| 5Y | +113.0% | +160.1% | -47.1% | +54.1% |
| 10Y | +665.4% | +967.5% | -302.1% | +319.4% |
| All | +665.4% | +924.7% | -259.3% | +319.4% |
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