+173.5%
FN vs HALO
+155.8%
+17.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -15.7% | +27.4% | +14.5% |
| 7D | 0.0% | -20.8% | +20.8% | +3.9% |
| 30D | -34.3% | -6.5% | -27.8% | -34.0% |
| 3M | -39.9% | +20.8% | -60.7% | -43.1% |
| 6M | -51.8% | +56.2% | -108.0% | -57.2% |
| YTD | -28.1% | +54.0% | -82.1% | -36.0% |
| 1Y | -29.1% | +51.5% | -80.6% | -36.7% |
| 3Y | +102.4% | +193.9% | -91.5% | +46.1% |
| All | +173.5% | +155.8% | +17.7% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling