-44.6%
FLUT vs HALO
+177.6%
-222.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.6% | -3.4% | -0.2% | -3.2% |
| 30D | -0.3% | +4.3% | -4.6% | -0.8% |
| 3M | -12.6% | +51.8% | -64.4% | -16.5% |
| 6M | -8.0% | +57.8% | -65.8% | -12.6% |
| YTD | -54.1% | +59.0% | -113.1% | -56.7% |
| 1Y | -66.1% | +41.2% | -107.3% | -67.5% |
| All | -44.6% | +177.6% | -222.2% | -52.4% |
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