+876.3%
HALO vs SFM
+271.4%
+604.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.7% | -10.6% | +7.9% | -1.5% |
| 30D | +5.3% | -15.5% | +20.8% | +7.2% |
| 3M | +51.6% | -17.4% | +69.0% | +54.4% |
| 6M | +61.3% | -3.4% | +64.7% | +60.8% |
| YTD | +59.3% | -8.7% | +68.0% | +59.5% |
| 1Y | +38.3% | -47.2% | +85.4% | +47.6% |
| 3Y | +185.9% | +82.7% | +103.1% | +158.6% |
| 5Y | +159.9% | +214.3% | -54.4% | +118.5% |
| All | +876.3% | +271.4% | +604.9% | +676.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling