+159.5%
HALO vs STLA
-63.7%
+223.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.4% | -3.8% | +0.4% | -2.8% |
| 30D | +4.3% | -3.1% | +7.4% | +4.6% |
| 3M | +51.8% | -19.6% | +71.4% | +56.4% |
| 6M | +57.8% | -23.5% | +81.3% | +63.4% |
| YTD | +59.0% | -51.5% | +110.5% | +75.7% |
| 1Y | +41.2% | -39.7% | +80.8% | +48.1% |
| 3Y | +177.8% | -66.3% | +244.2% | +219.6% |
| 5Y | +159.5% | -63.1% | +222.6% | +171.9% |
| All | +159.5% | -63.7% | +223.2% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling