-45.9%
SE vs HALO
+41.1%
-87.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.8% |
| 30D | -17.1% | +5.3% | -22.4% | -17.8% |
| 3M | +24.0% | +51.6% | -27.6% | +13.8% |
| 6M | +21.0% | +61.3% | -40.3% | +8.9% |
| YTD | -16.7% | +59.3% | -76.0% | -26.8% |
| 1Y | -45.9% | +38.3% | -84.2% | -52.6% |
| All | -45.9% | +41.1% | -87.0% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling