+168.9%
FN vs HALO
+169.1%
-0.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.2% |
| 7D | -1.7% | +4.6% | -6.3% | -2.4% |
| 30D | -22.0% | +31.8% | -53.8% | -25.7% |
| 3M | -43.0% | +53.9% | -96.9% | -47.2% |
| 6M | -27.7% | +57.4% | -85.1% | -33.5% |
| YTD | -10.5% | +63.7% | -74.2% | -18.3% |
| 1Y | +12.5% | +50.1% | -37.6% | +4.1% |
| All | +168.9% | +169.1% | -0.3% | +114.7% |
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