+966.8%
FLUT vs HALO
+2,448.5%
-1,481.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.8% |
| 30D | +6.3% | +5.0% | +1.3% | +6.1% |
| 3M | -4.0% | +53.1% | -57.2% | -5.2% |
| 6M | -10.3% | +60.8% | -71.1% | -11.5% |
| YTD | -53.2% | +60.9% | -114.1% | -53.8% |
| 1Y | -65.0% | +42.8% | -107.8% | -65.4% |
| 3Y | -43.9% | +181.3% | -225.2% | -45.6% |
| 5Y | -49.2% | +157.6% | -206.8% | -50.8% |
| 10Y | -9.2% | +910.4% | -919.5% | -13.7% |
| All | +966.8% | +2,448.5% | -1,481.7% | +890.5% |
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 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