+553.4%
SE vs HALO
+499.6%
+53.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.4% |
| 30D | -17.1% | +5.3% | -22.4% | -18.4% |
| 3M | +24.0% | +51.6% | -27.6% | +7.9% |
| 6M | +21.0% | +61.3% | -40.3% | +3.3% |
| YTD | -16.7% | +59.3% | -76.0% | -29.2% |
| 1Y | -45.9% | +38.3% | -84.2% | -52.1% |
| 3Y | +177.8% | +185.9% | -8.0% | +72.1% |
| 5Y | -67.4% | +159.9% | -227.3% | -79.6% |
| All | +553.4% | +499.6% | +53.8% | +179.7% |
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 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