+186.4%
HALO vs SM
-1.2%
+187.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.1% | -0.2% | -1.8% | -2.1% |
| 30D | +4.6% | +20.3% | -15.6% | +4.2% |
| 3M | +50.2% | +22.9% | +27.3% | +49.4% |
| 6M | +57.6% | +47.8% | +9.8% | +55.5% |
| YTD | +59.6% | +107.5% | -47.9% | +54.8% |
| 1Y | +41.2% | +51.7% | -10.6% | +39.3% |
| All | +186.4% | -1.2% | +187.6% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling