+1,379.6%
HALO vs SFM
+117.5%
+1,262.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.6% |
| 7D | +0.5% | -5.8% | +6.4% | +1.5% |
| 30D | +5.0% | -11.4% | +16.4% | +7.0% |
| 3M | +53.1% | -12.2% | +65.3% | +55.7% |
| 6M | +60.8% | -5.2% | +65.9% | +60.6% |
| YTD | +60.9% | -4.5% | +65.4% | +59.9% |
| 1Y | +42.8% | -45.4% | +88.2% | +55.8% |
| 3Y | +181.3% | +91.1% | +90.2% | +136.8% |
| 5Y | +157.6% | +226.8% | -69.2% | +89.8% |
| 10Y | +910.4% | +291.9% | +618.4% | +541.4% |
| All | +1,379.6% | +117.5% | +1,262.2% | +1,136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling