+185.9%
HALO vs FLR
+54.2%
+131.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | +5.3% | +4.2% | +1.1% | +4.6% |
| 3M | +51.6% | +8.1% | +43.5% | +49.5% |
| 6M | +61.3% | +21.5% | +39.7% | +56.5% |
| YTD | +59.3% | +36.8% | +22.5% | +52.5% |
| 1Y | +38.3% | +31.2% | +7.1% | +32.3% |
| 3Y | +185.9% | +53.9% | +132.0% | +150.1% |
| All | +185.9% | +54.2% | +131.7% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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