+1,838.5%
SGI vs HALO
+2,426.8%
-588.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.6% | -2.1% | +2.7% | +1.1% |
| 30D | +5.5% | +4.6% | +0.9% | +4.4% |
| 3M | -3.6% | +50.2% | -53.8% | -12.4% |
| 6M | -15.0% | +57.6% | -72.6% | -23.7% |
| YTD | -23.0% | +59.6% | -82.6% | -31.3% |
| 1Y | -18.4% | +41.2% | -59.6% | -25.4% |
| 3Y | +57.8% | +178.9% | -121.1% | +19.0% |
| 5Y | +51.5% | +160.1% | -108.6% | +14.1% |
| 10Y | +275.2% | +967.5% | -692.3% | +100.7% |
| All | +1,838.5% | +2,426.8% | -588.3% | +519.7% |
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 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