-36.4%
FICO vs HALO
+41.3%
-77.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +5.4% |
| 7D | -10.6% | -2.1% | -8.5% | -10.5% |
| 30D | -6.3% | +4.6% | -11.0% | -6.3% |
| 3M | -19.7% | +50.2% | -70.0% | -19.0% |
| 6M | -31.8% | +57.6% | -89.4% | -31.2% |
| YTD | -41.8% | +59.6% | -101.4% | -39.8% |
| 1Y | -36.4% | +41.2% | -77.6% | -42.3% |
| All | -36.4% | +41.3% | -77.7% | -42.3% |
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