+876.3%
HALO vs SAN
+357.1%
+519.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +5.3% | +0.9% | +4.4% | +5.0% |
| 3M | +51.6% | +19.1% | +32.5% | +43.8% |
| 6M | +61.3% | +33.2% | +28.1% | +47.6% |
| YTD | +59.3% | +29.1% | +30.2% | +46.2% |
| 1Y | +38.3% | +50.2% | -12.0% | +21.0% |
| 3Y | +185.9% | +351.0% | -165.2% | +74.8% |
| 5Y | +159.9% | +394.7% | -234.7% | +49.1% |
| All | +876.3% | +357.1% | +519.3% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling