+711.7%
SAP vs HALO
+2,492.7%
-1,781.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | +4.6% | -7.5% | -3.4% |
| 30D | +9.0% | +31.8% | -22.8% | +5.5% |
| 3M | +14.9% | +53.9% | -39.0% | +9.3% |
| 6M | +11.9% | +57.4% | -45.5% | +6.0% |
| YTD | -9.9% | +63.7% | -73.6% | -15.2% |
| 1Y | -19.5% | +50.1% | -69.7% | -23.6% |
| 3Y | +61.8% | +157.3% | -95.5% | +41.8% |
| 5Y | +56.2% | +161.0% | -104.8% | +35.2% |
| 10Y | +180.6% | +1,018.7% | -838.1% | +102.5% |
| All | +711.7% | +2,492.7% | -1,781.0% | +398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling