+186.4%
HALO vs SBAC
-8.7%
+195.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | +4.6% | +3.9% | +0.8% | +4.0% |
| 3M | +50.2% | -8.2% | +58.4% | +52.0% |
| 6M | +57.6% | -2.8% | +60.4% | +57.9% |
| YTD | +59.6% | -1.5% | +61.1% | +59.4% |
| 1Y | +41.2% | 0.0% | +41.2% | +40.4% |
| All | +186.4% | -8.7% | +195.1% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling