+2,417.6%
HALO vs SIRI
+21.5%
+2,396.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | +4.3% | +1.3% | +3.0% | +4.0% |
| 3M | +51.8% | +5.6% | +46.1% | +50.2% |
| 6M | +57.8% | +35.2% | +22.6% | +49.6% |
| YTD | +59.0% | +49.1% | +9.9% | +48.0% |
| 1Y | +41.2% | +26.8% | +14.4% | +34.5% |
| 3Y | +177.8% | -23.7% | +201.5% | +178.1% |
| 5Y | +159.5% | -41.8% | +201.3% | +164.7% |
| 10Y | +963.6% | -11.3% | +974.9% | +910.8% |
| All | +2,417.6% | +21.5% | +2,396.2% | +2,000.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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