+159.5%
HALO vs FHN
+87.6%
+71.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +4.3% | -2.6% | +6.9% | +4.7% |
| 3M | +51.8% | +0.8% | +50.9% | +51.3% |
| 6M | +57.8% | +9.2% | +48.6% | +54.9% |
| YTD | +59.0% | +5.1% | +53.9% | +57.1% |
| 1Y | +41.2% | +12.2% | +29.0% | +37.5% |
| 3Y | +177.8% | +132.4% | +45.4% | +133.8% |
| 5Y | +159.5% | +91.1% | +68.4% | +121.8% |
| All | +159.5% | +87.6% | +71.8% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling