+3.1%
FICO vs HALO
+169.1%
-166.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.6% |
| 7D | -19.2% | +4.6% | -23.8% | -19.5% |
| 30D | -14.6% | +31.8% | -46.4% | -16.9% |
| 3M | -20.1% | +53.9% | -74.0% | -23.3% |
| 6M | -36.3% | +57.4% | -93.7% | -39.1% |
| YTD | -44.9% | +63.7% | -108.6% | -47.6% |
| 1Y | -38.6% | +50.1% | -88.7% | -41.3% |
| All | +3.1% | +169.1% | -166.0% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling