+2,943.1%
FN vs HALO
+1,391.1%
+1,552.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -15.7% | +27.4% | +14.3% |
| 7D | 0.0% | -20.8% | +20.8% | +3.6% |
| 30D | -34.3% | -6.5% | -27.8% | -34.0% |
| 3M | -39.9% | +20.8% | -60.7% | -42.5% |
| 6M | -51.8% | +56.2% | -108.0% | -56.1% |
| YTD | -28.1% | +54.0% | -82.1% | -34.4% |
| 1Y | -29.1% | +51.5% | -80.6% | -35.2% |
| 3Y | +102.4% | +193.9% | -91.5% | +60.3% |
| 5Y | +171.7% | +154.6% | +17.1% | +117.0% |
| 10Y | +773.5% | +1,124.9% | -351.4% | +431.5% |
| All | +2,943.1% | +1,391.1% | +1,552.0% | +1,321.4% |
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