-68.4%
FLNC vs HALO
+92.7%
-161.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.3% | +8.8% | +10.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -20.8% | +20.3% | -41.1% | -17.5% |
| 3M | -61.3% | +56.6% | -117.9% | -57.6% |
| 6M | -50.9% | +101.9% | -152.7% | -42.9% |
| YTD | -69.4% | +93.7% | -163.0% | -63.3% |
| 1Y | -68.4% | +91.5% | -159.9% | -60.5% |
| All | -68.4% | +92.7% | -161.1% | -60.5% |
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