+91.5%
HALO vs SBAC
+2.4%
+89.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +1.2% |
| 7D | +0.2% | +5.8% | -5.6% | +0.1% |
| 30D | +20.3% | +20.8% | -0.5% | +19.8% |
| 3M | +56.6% | +4.8% | +51.9% | +56.1% |
| 6M | +101.9% | -9.1% | +111.0% | +101.6% |
| YTD | +93.7% | +3.1% | +90.6% | +98.2% |
| 1Y | +91.5% | +2.2% | +89.4% | +97.1% |
| All | +91.5% | +2.4% | +89.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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