+236.6%
SAP vs HALO
+689.5%
-453.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.6% | -3.2% | +3.9% | +1.2% |
| 30D | +6.5% | -14.2% | +20.7% | +9.2% |
| 3M | +12.2% | -0.4% | +12.6% | +11.9% |
| 6M | +46.1% | +43.2% | +2.9% | +36.1% |
| YTD | -1.6% | +49.0% | -50.6% | -9.5% |
| 1Y | -5.1% | +40.8% | -46.0% | -11.9% |
| 3Y | +68.4% | +167.4% | -99.0% | +33.7% |
| 5Y | +79.4% | +157.4% | -77.9% | +40.1% |
| All | +236.6% | +689.5% | -453.0% | +114.3% |
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