+648.8%
SEI vs HALO
+670.9%
-22.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +20.7% | -3.4% | +24.0% | +21.5% |
| 30D | +9.1% | +4.3% | +4.8% | +7.9% |
| 3M | -6.0% | +51.8% | -57.8% | -15.7% |
| 6M | +18.9% | +57.8% | -38.9% | +5.4% |
| YTD | +40.1% | +59.0% | -18.9% | +23.9% |
| 1Y | +120.6% | +41.2% | +79.5% | +100.2% |
| 3Y | +562.1% | +177.8% | +384.3% | +379.7% |
| 5Y | +954.5% | +159.5% | +795.0% | +651.2% |
| All | +648.8% | +670.9% | -22.1% | +277.2% |
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