-84.3%
FRMI vs HALO
+46.5%
-130.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | +2.4% | +4.6% | -2.2% | +2.4% |
| 30D | -17.3% | +31.8% | -49.1% | -17.1% |
| 3M | -17.2% | +53.9% | -71.0% | -16.4% |
| 6M | -43.4% | +57.4% | -100.7% | -42.8% |
| YTD | -36.0% | +63.7% | -99.7% | -33.8% |
| All | -84.3% | +46.5% | -130.8% | -82.3% |
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