+1,632.5%
HALO vs STLA
+263.8%
+1,368.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +4.6% | +2.6% | +2.0% | +4.0% |
| 30D | +31.8% | -1.2% | +33.1% | +31.9% |
| 3M | +53.9% | -24.8% | +78.7% | +62.2% |
| 6M | +57.4% | -25.6% | +82.9% | +65.6% |
| YTD | +63.7% | -48.9% | +112.7% | +84.0% |
| 1Y | +50.1% | -38.8% | +88.9% | +60.6% |
| 3Y | +157.3% | -64.5% | +221.9% | +199.6% |
| 5Y | +161.0% | -62.4% | +223.4% | +192.7% |
| 10Y | +1,018.7% | +55.4% | +963.3% | +797.8% |
| All | +1,632.5% | +263.8% | +1,368.7% | +1,244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling