+162.6%
HALO vs SAN
+294.0%
-131.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.2% | +4.0% | -7.2% | -4.1% |
| 30D | -14.2% | -7.8% | -6.3% | -12.7% |
| 3M | -0.4% | -16.4% | +16.0% | +3.3% |
| 6M | +43.2% | +3.5% | +39.7% | +40.8% |
| YTD | +49.0% | +6.7% | +42.3% | +44.4% |
| 1Y | +40.8% | +14.5% | +26.4% | +34.0% |
| 3Y | +167.4% | +243.5% | -76.1% | +85.5% |
| All | +162.6% | +294.0% | -131.5% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling