-21.7%
FN vs HALO
+50.3%
-72.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.5% | +11.9% |
| 7D | +16.3% | -20.2% | +36.5% | +17.1% |
| 30D | -24.7% | -6.8% | -18.0% | -25.0% |
| 3M | -34.9% | -0.2% | -34.7% | -35.9% |
| 6M | -41.1% | +60.5% | -101.6% | -47.0% |
| YTD | -19.6% | +52.9% | -72.6% | -26.0% |
| All | -21.7% | +50.3% | -72.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling