+159.5%
HALO vs SPY
+79.8%
+79.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | +4.3% | -1.7% | +5.9% | +5.5% |
| 3M | +51.8% | +4.7% | +47.0% | +46.4% |
| 6M | +57.8% | +12.5% | +45.3% | +43.9% |
| YTD | +59.0% | +11.7% | +47.3% | +45.7% |
| 1Y | +41.2% | +17.5% | +23.7% | +24.2% |
| 3Y | +177.8% | +76.6% | +101.3% | +74.7% |
| 5Y | +159.5% | +82.0% | +77.4% | +61.4% |
| All | +159.5% | +79.8% | +79.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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