-12.1%
SGI vs HALO
+92.7%
-104.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | +12.1% | +0.2% | +11.8% | +12.0% |
| 30D | +12.1% | +20.3% | -8.3% | +9.1% |
| 3M | +0.4% | +56.6% | -56.2% | -6.5% |
| 6M | -4.0% | +101.9% | -105.9% | -15.5% |
| YTD | -21.2% | +93.7% | -114.9% | -30.4% |
| 1Y | -12.1% | +91.5% | -103.6% | -22.0% |
| All | -12.1% | +92.7% | -104.8% | -22.0% |
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