+159.5%
HALO vs SBAC
-45.4%
+204.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.3% |
| 7D | -3.4% | -5.3% | +1.9% | -2.2% |
| 30D | +4.3% | +0.4% | +3.9% | +4.1% |
| 3M | +51.8% | -11.9% | +63.7% | +55.9% |
| 6M | +57.8% | -4.5% | +62.3% | +57.9% |
| YTD | +59.0% | -4.3% | +63.3% | +58.7% |
| 1Y | +41.2% | -3.9% | +45.0% | +40.6% |
| 3Y | +177.8% | -11.0% | +188.9% | +177.2% |
| 5Y | +159.5% | -44.1% | +203.5% | +205.8% |
| All | +159.5% | -45.4% | +204.8% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling