+2,417.6%
HALO vs FLR
+249.3%
+2,168.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.3% |
| 7D | -3.4% | -6.9% | +3.5% | -1.4% |
| 30D | +4.3% | +1.1% | +3.1% | +3.8% |
| 3M | +51.8% | +14.3% | +37.4% | +45.1% |
| 6M | +57.8% | +19.1% | +38.7% | +47.3% |
| YTD | +59.0% | +35.1% | +23.9% | +42.3% |
| 1Y | +41.2% | +29.5% | +11.7% | +26.7% |
| 3Y | +177.8% | +53.0% | +124.8% | +119.5% |
| 5Y | +159.5% | +238.9% | -79.5% | +50.7% |
| 10Y | +963.6% | +17.4% | +946.2% | +599.7% |
| All | +2,417.6% | +249.3% | +2,168.3% | +951.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling