+519.5%
SHEL vs HALO
+2,422.4%
-1,902.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -2.7% | +6.8% | +4.4% |
| 30D | +8.4% | +5.3% | +3.1% | +7.7% |
| 3M | +13.7% | +51.6% | -37.9% | +8.3% |
| 6M | +12.7% | +61.3% | -48.5% | +6.4% |
| YTD | +35.3% | +59.3% | -24.0% | +27.7% |
| 1Y | +39.4% | +38.3% | +1.1% | +33.4% |
| 3Y | +71.5% | +185.9% | -114.4% | +47.8% |
| 5Y | +195.0% | +159.9% | +35.1% | +153.0% |
| 10Y | +211.1% | +965.6% | -754.5% | +120.4% |
| All | +519.5% | +2,422.4% | -1,902.8% | +243.2% |
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