-61.0%
FLNC vs HALO
+178.1%
-239.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -4.1% | -2.7% | -1.3% | -3.7% |
| 30D | -24.8% | +5.3% | -30.1% | -25.4% |
| 3M | -59.1% | +51.6% | -110.7% | -62.2% |
| 6M | -42.0% | +61.3% | -103.2% | -47.2% |
| YTD | -49.8% | +59.3% | -109.1% | -54.3% |
| 1Y | +43.1% | +38.3% | +4.8% | +34.3% |
| 3Y | -61.0% | +185.9% | -246.8% | -71.8% |
| All | -61.0% | +178.1% | -239.0% | -71.8% |
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