+80.0%
HALO vs SARO
-6.5%
+86.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -5.5% |
| 7D | -6.3% | +6.3% | -12.6% | -6.9% |
| 30D | +12.1% | +20.8% | -8.8% | +9.4% |
| 3M | +47.1% | -18.4% | +65.5% | +51.1% |
| 6M | +86.7% | +0.8% | +85.9% | +82.4% |
| YTD | +82.7% | -11.8% | +94.5% | +77.4% |
| 1Y | +80.0% | -7.3% | +87.3% | +74.5% |
| All | +80.0% | -6.5% | +86.6% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling