+159.5%
HALO vs SM
+108.0%
+51.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.4% | +2.1% | -5.5% | -3.6% |
| 30D | +4.3% | +18.1% | -13.9% | +2.7% |
| 3M | +51.8% | +17.0% | +34.8% | +49.3% |
| 6M | +57.8% | +55.4% | +2.4% | +50.2% |
| YTD | +59.0% | +108.6% | -49.6% | +46.2% |
| 1Y | +41.2% | +45.7% | -4.5% | +34.7% |
| 3Y | +177.8% | -0.3% | +178.2% | +170.7% |
| 5Y | +159.5% | +113.0% | +46.4% | +126.4% |
| All | +159.5% | +108.0% | +51.4% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling