+2,448.5%
HALO vs SAN
+371.6%
+2,076.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.5% | +3.3% | -2.8% | -0.9% |
| 30D | +5.0% | +1.1% | +3.9% | +4.4% |
| 3M | +53.1% | +22.2% | +30.9% | +39.4% |
| 6M | +60.8% | +36.0% | +24.8% | +38.6% |
| YTD | +60.9% | +28.2% | +32.7% | +41.0% |
| 1Y | +42.8% | +54.1% | -11.3% | +14.7% |
| 3Y | +181.3% | +354.2% | -173.0% | +32.5% |
| 5Y | +157.6% | +387.3% | -229.7% | +10.9% |
| 10Y | +910.4% | +334.8% | +575.5% | +304.8% |
| All | +2,448.5% | +371.6% | +2,076.9% | +938.3% |
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 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