+43.3%
SHEL vs HALO
+92.7%
-49.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.2% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +5.5% | +20.3% | -14.8% | +6.6% |
| 3M | +14.4% | +56.6% | -42.2% | +17.2% |
| 6M | +16.2% | +101.9% | -85.7% | +20.8% |
| YTD | +42.4% | +93.7% | -51.2% | +46.5% |
| 1Y | +43.3% | +91.5% | -48.3% | +47.1% |
| All | +43.3% | +92.7% | -49.4% | +47.1% |
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