+447.8%
SCHG vs HALO
+979.6%
-531.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -1.3% | +5.3% | -6.6% | -2.2% |
| 3M | +5.4% | +51.6% | -46.1% | -2.8% |
| 6M | +14.4% | +61.3% | -46.8% | +4.0% |
| YTD | +8.0% | +59.3% | -51.3% | -1.9% |
| 1Y | +12.7% | +38.3% | -25.5% | +4.9% |
| 3Y | +85.6% | +185.9% | -100.3% | +44.0% |
| 5Y | +85.5% | +159.9% | -74.4% | +43.5% |
| All | +447.8% | +979.6% | -531.7% | +236.4% |
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