+262.8%
SGI vs HALO
+979.6%
-716.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.5% | -2.7% | -1.7% | -3.7% |
| 30D | +4.2% | +5.3% | -1.1% | +2.5% |
| 3M | -7.4% | +51.6% | -59.0% | -19.0% |
| 6M | -15.1% | +61.3% | -76.3% | -27.1% |
| YTD | -24.7% | +59.3% | -84.0% | -35.5% |
| 1Y | -21.8% | +38.3% | -60.0% | -30.3% |
| 3Y | +50.0% | +185.9% | -135.8% | -1.4% |
| 5Y | +48.9% | +159.9% | -111.0% | -2.2% |
| All | +262.8% | +979.6% | -716.8% | +49.7% |
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