+186.4%
HALO vs STLA
-66.8%
+253.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | -2.1% | +0.4% | -2.4% | -2.1% |
| 30D | +4.6% | -5.2% | +9.8% | +5.0% |
| 3M | +50.2% | -24.9% | +75.1% | +53.5% |
| 6M | +57.6% | -25.2% | +82.8% | +61.0% |
| YTD | +59.6% | -51.4% | +111.0% | +68.2% |
| 1Y | +41.2% | -40.7% | +81.9% | +44.6% |
| All | +186.4% | -66.8% | +253.2% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling