+876.3%
HALO vs STLA
+55.1%
+821.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | +5.3% | +0.9% | +4.4% | +4.9% |
| 3M | +51.6% | -21.6% | +73.2% | +59.2% |
| 6M | +61.3% | -21.6% | +82.9% | +68.5% |
| YTD | +59.3% | -50.4% | +109.7% | +82.3% |
| 1Y | +38.3% | -43.6% | +81.8% | +51.6% |
| 3Y | +185.9% | -66.4% | +252.3% | +243.9% |
| 5Y | +159.9% | -62.3% | +222.2% | +192.3% |
| All | +876.3% | +55.1% | +821.2% | +699.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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