+1,897.9%
FICO vs HALO
+2,323.1%
-425.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.9% | -19.9% | +20.8% | +4.2% |
| 30D | +9.4% | -6.7% | +16.2% | +10.3% |
| 3M | -30.4% | +0.4% | -30.7% | -30.8% |
| 6M | -35.1% | +60.6% | -95.7% | -40.5% |
| YTD | -56.8% | +53.0% | -109.8% | -60.2% |
| 1Y | -58.4% | +51.4% | -109.8% | -61.7% |
| 3Y | -26.7% | +176.5% | -203.1% | -40.6% |
| 5Y | +88.0% | +169.7% | -81.7% | +50.7% |
| 10Y | +545.7% | +747.6% | -201.8% | +319.4% |
| All | +1,897.9% | +2,323.1% | -425.1% | +800.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling