+2,448.5%
HALO vs SPY
+935.0%
+1,513.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +0.5% | +0.5% | 0.0% | -0.1% |
| 30D | +5.0% | -0.9% | +6.0% | +6.2% |
| 3M | +53.1% | +3.9% | +49.2% | +45.9% |
| 6M | +60.8% | +14.5% | +46.2% | +36.1% |
| YTD | +60.9% | +12.9% | +48.0% | +38.4% |
| 1Y | +42.8% | +19.4% | +23.4% | +14.5% |
| 3Y | +181.3% | +78.5% | +102.8% | +34.8% |
| 5Y | +157.6% | +81.8% | +75.8% | +17.6% |
| 10Y | +910.4% | +311.5% | +598.8% | +50.8% |
| All | +2,448.5% | +935.0% | +1,513.5% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling