+71.5%
SHEL vs HALO
+178.1%
-106.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -2.7% | +6.8% | +4.1% |
| 30D | +8.4% | +5.3% | +3.1% | +8.3% |
| 3M | +13.7% | +51.6% | -37.9% | +13.1% |
| 6M | +12.7% | +61.3% | -48.5% | +12.0% |
| YTD | +35.3% | +59.3% | -24.0% | +34.3% |
| 1Y | +39.4% | +38.3% | +1.1% | +38.9% |
| 3Y | +71.5% | +185.9% | -114.4% | +70.5% |
| All | +71.5% | +178.1% | -106.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling