+3,689.8%
FN vs HALO
+1,485.5%
+2,204.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.2% |
| 7D | -1.7% | +4.6% | -6.3% | -2.5% |
| 30D | -22.0% | +31.8% | -53.8% | -25.9% |
| 3M | -43.0% | +53.9% | -96.9% | -47.4% |
| 6M | -27.7% | +57.4% | -85.1% | -33.8% |
| YTD | -10.5% | +63.7% | -74.2% | -18.6% |
| 1Y | +12.5% | +50.1% | -37.6% | +3.7% |
| 3Y | +153.8% | +157.3% | -3.5% | +106.8% |
| 5Y | +288.0% | +161.0% | +127.0% | +210.5% |
| 10Y | +906.4% | +1,018.7% | -112.3% | +522.1% |
| All | +3,689.8% | +1,485.5% | +2,204.3% | +1,663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling