+56.2%
SAP vs HALO
+156.4%
-100.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +0.3% | +4.6% | -4.4% | -0.5% |
| 3M | +16.9% | +50.2% | -33.3% | +9.4% |
| 6M | +6.3% | +57.6% | -51.3% | -1.4% |
| YTD | -12.4% | +59.6% | -72.0% | -19.3% |
| 1Y | -21.6% | +41.2% | -62.8% | -26.4% |
| 3Y | +54.8% | +178.9% | -124.1% | +23.2% |
| 5Y | +56.2% | +160.1% | -103.9% | +21.7% |
| All | +56.2% | +156.4% | -100.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling