+2,448.5%
HALO vs SBAC
+5,121.7%
-2,673.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +5.0% | +3.2% | +1.8% | +3.6% |
| 3M | +53.1% | -5.1% | +58.2% | +55.1% |
| 6M | +60.8% | -2.1% | +62.9% | +58.3% |
| YTD | +60.9% | -0.5% | +61.4% | +56.8% |
| 1Y | +42.8% | +1.1% | +41.7% | +37.9% |
| 3Y | +181.3% | -7.4% | +188.7% | +173.7% |
| 5Y | +157.6% | -44.3% | +201.9% | +203.2% |
| 10Y | +910.4% | +77.6% | +832.8% | +552.4% |
| All | +2,448.5% | +5,121.7% | -2,673.2% | +555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling