+171.9%
SAP vs HALO
+979.6%
-807.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.1% | -2.7% | -1.4% | -3.6% |
| 30D | +1.1% | +5.3% | -4.2% | +0.2% |
| 3M | +26.1% | +51.6% | -25.5% | +17.3% |
| 6M | +9.8% | +61.3% | -51.5% | +0.8% |
| YTD | -13.6% | +59.3% | -72.9% | -20.8% |
| 1Y | -18.7% | +38.3% | -57.0% | -23.8% |
| 3Y | +54.1% | +185.9% | -131.7% | +22.7% |
| 5Y | +54.7% | +159.9% | -105.2% | +22.9% |
| All | +171.9% | +979.6% | -807.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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