+826.4%
FN vs HALO
+922.0%
-95.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.5% | +12.0% |
| 7D | +16.3% | -20.2% | +36.5% | +21.7% |
| 30D | -24.7% | -6.8% | -18.0% | -24.2% |
| 3M | -34.9% | -0.2% | -34.7% | -35.7% |
| 6M | -41.1% | +60.5% | -101.6% | -48.8% |
| YTD | -19.6% | +52.9% | -72.6% | -29.4% |
| 1Y | -18.5% | +50.8% | -69.3% | -28.3% |
| 3Y | +119.1% | +180.6% | -61.5% | +56.7% |
| 5Y | +206.9% | +166.6% | +40.4% | +116.0% |
| 10Y | +826.4% | +801.2% | +25.2% | +388.9% |
| All | +826.4% | +922.0% | -95.6% | +388.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling