+185.9%
HALO vs FHN
+129.5%
+56.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | +5.3% | -4.8% | +10.1% | +6.2% |
| 3M | +51.6% | -0.7% | +52.3% | +51.4% |
| 6M | +61.3% | +10.6% | +50.6% | +57.4% |
| YTD | +59.3% | +4.6% | +54.7% | +57.1% |
| 1Y | +38.3% | +11.4% | +26.9% | +34.4% |
| 3Y | +185.9% | +132.3% | +53.6% | +107.0% |
| All | +185.9% | +129.5% | +56.3% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling