+890.0%
FN vs HALO
+928.6%
-38.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.6% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | -26.0% | +5.0% | -31.0% | -27.0% |
| 3M | -33.3% | +53.1% | -86.4% | -40.3% |
| 6M | -14.9% | +60.8% | -75.7% | -25.1% |
| YTD | -8.6% | +60.9% | -69.5% | -19.6% |
| 1Y | +12.3% | +42.8% | -30.5% | +1.4% |
| 3Y | +174.4% | +181.3% | -6.9% | +98.9% |
| 5Y | +296.4% | +157.6% | +138.8% | +186.0% |
| 10Y | +890.0% | +910.4% | -20.3% | +409.6% |
| All | +890.0% | +928.6% | -38.5% | +409.6% |
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