+2,417.6%
HALO vs SCCO
+9,920.6%
-7,502.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | +1.8% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | +4.3% | -0.2% | +4.4% | +3.9% |
| 3M | +51.8% | +17.8% | +34.0% | +42.5% |
| 6M | +57.8% | +2.3% | +55.5% | +53.1% |
| YTD | +59.0% | +41.6% | +17.4% | +37.4% |
| 1Y | +41.2% | +101.9% | -60.7% | +7.7% |
| 3Y | +177.8% | +186.2% | -8.3% | +79.7% |
| 5Y | +159.5% | +309.7% | -150.2% | +42.1% |
| 10Y | +963.6% | +1,094.2% | -130.6% | +274.3% |
| All | +2,417.6% | +9,920.6% | -7,502.9% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling