+185.9%
HALO vs SCCO
+177.0%
+8.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.7% | -2.7% | -0.1% | -2.5% |
| 30D | +5.3% | -0.7% | +6.0% | +5.3% |
| 3M | +51.6% | +8.1% | +43.5% | +49.8% |
| 6M | +61.3% | +4.1% | +57.1% | +59.3% |
| YTD | +59.3% | +41.1% | +18.2% | +52.4% |
| 1Y | +38.3% | +95.6% | -57.3% | +27.4% |
| 3Y | +185.9% | +179.3% | +6.6% | +130.6% |
| All | +185.9% | +177.0% | +8.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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