+876.3%
HALO vs SM
+23.0%
+853.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.7% | +4.6% | -7.3% | -3.1% |
| 30D | +5.3% | +18.2% | -12.9% | +3.9% |
| 3M | +51.6% | +22.5% | +29.0% | +48.7% |
| 6M | +61.3% | +50.6% | +10.7% | +55.0% |
| YTD | +59.3% | +108.1% | -48.8% | +48.6% |
| 1Y | +38.3% | +46.0% | -7.7% | +32.5% |
| 3Y | +185.9% | +2.9% | +183.0% | +177.2% |
| 5Y | +159.9% | +112.6% | +47.3% | +132.8% |
| All | +876.3% | +23.0% | +853.3% | +689.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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