+79.3%
FICO vs HALO
+160.1%
-80.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -0.1% | -20.2% | +20.1% | +3.5% |
| 30D | +8.4% | -6.8% | +15.2% | +9.2% |
| 3M | -30.5% | -0.2% | -30.3% | -30.9% |
| 6M | -35.7% | +60.5% | -96.2% | -41.6% |
| YTD | -57.2% | +52.9% | -110.1% | -61.0% |
| 1Y | -58.4% | +50.8% | -109.2% | -62.0% |
| 3Y | -24.8% | +180.6% | -205.4% | -44.1% |
| 5Y | +79.3% | +166.6% | -87.3% | +36.2% |
| All | +79.3% | +160.1% | -80.8% | +36.2% |
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