+47.5%
SGI vs HALO
+157.2%
-109.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -4.9% | -3.4% | -1.5% | -4.1% |
| 30D | +1.6% | +4.3% | -2.7% | +0.6% |
| 3M | -3.2% | +51.8% | -54.9% | -12.8% |
| 6M | -16.0% | +57.8% | -73.8% | -25.2% |
| YTD | -25.4% | +59.0% | -84.4% | -34.0% |
| 1Y | -21.6% | +41.2% | -62.7% | -28.8% |
| 3Y | +52.9% | +177.8% | -125.0% | +7.4% |
| 5Y | +47.5% | +159.5% | -112.0% | -3.5% |
| All | +47.5% | +157.2% | -109.7% | -3.5% |
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