+2,448.5%
HALO vs FHN
+4.2%
+2,444.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +0.5% | +2.7% | -2.1% | -0.3% |
| 30D | +5.0% | -3.1% | +8.1% | +6.0% |
| 3M | +53.1% | +2.3% | +50.8% | +51.5% |
| 6M | +60.8% | +9.7% | +51.0% | +55.3% |
| YTD | +60.9% | +4.7% | +56.2% | +57.5% |
| 1Y | +42.8% | +13.8% | +29.0% | +35.2% |
| 3Y | +181.3% | +131.6% | +49.7% | +103.6% |
| 5Y | +157.6% | +91.1% | +66.4% | +84.7% |
| 10Y | +910.4% | +126.6% | +783.7% | +509.6% |
| All | +2,448.5% | +4.2% | +2,444.3% | +1,481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling