-66.9%
SE vs HALO
+157.2%
-224.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.0% |
| 30D | -18.1% | +4.3% | -22.4% | -18.9% |
| 3M | +30.6% | +51.8% | -21.1% | +17.4% |
| 6M | +20.8% | +57.8% | -37.0% | +7.5% |
| YTD | -15.6% | +59.0% | -74.6% | -25.5% |
| 1Y | -44.2% | +41.2% | -85.4% | -49.4% |
| 3Y | +181.5% | +177.8% | +3.7% | +86.8% |
| 5Y | -66.9% | +159.5% | -226.4% | -79.1% |
| All | -66.9% | +157.2% | -224.1% | -79.1% |
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