-93.2%
FRMI vs HALO
+92.7%
-185.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.3% | -11.9% | -10.5% |
| 7D | -39.7% | +0.2% | -40.0% | -39.7% |
| 30D | -55.2% | +20.3% | -75.5% | -54.6% |
| 3M | -71.2% | +56.6% | -127.8% | -70.5% |
| 6M | -64.1% | +101.9% | -166.0% | -62.8% |
| YTD | -77.2% | +93.7% | -170.9% | -75.4% |
| 1Y | -93.2% | +91.5% | -184.7% | -92.4% |
| All | -93.2% | +92.7% | -185.9% | -92.4% |
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 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