+101.7%
FICO vs HALO
+149.7%
-47.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -15.4% | +0.5% | -16.0% | -15.5% |
| 30D | -10.4% | +5.0% | -15.4% | -11.2% |
| 3M | -22.7% | +53.1% | -75.8% | -28.6% |
| 6M | -36.8% | +60.8% | -97.5% | -42.2% |
| YTD | -44.8% | +60.9% | -105.7% | -49.8% |
| 1Y | -39.3% | +42.8% | -82.1% | -43.7% |
| 3Y | +3.7% | +181.3% | -177.5% | -22.0% |
| 5Y | +101.7% | +157.6% | -55.8% | +46.9% |
| All | +101.7% | +149.7% | -47.9% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling