+2,259.3%
HALO vs SAN
+292.3%
+1,967.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.2% | +4.0% | -7.2% | -5.0% |
| 30D | -14.2% | -7.8% | -6.3% | -11.4% |
| 3M | -0.4% | -16.4% | +16.0% | +6.8% |
| 6M | +43.2% | +3.5% | +39.7% | +38.7% |
| YTD | +49.0% | +6.7% | +42.3% | +40.4% |
| 1Y | +40.8% | +14.5% | +26.4% | +28.3% |
| 3Y | +167.4% | +243.5% | -76.1% | +42.0% |
| 5Y | +157.4% | +296.2% | -138.8% | +21.1% |
| 10Y | +697.1% | +268.5% | +428.6% | +242.4% |
| All | +2,259.3% | +292.3% | +1,967.0% | +933.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling