-4.9%
SHOP vs HALO
+92.7%
-97.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.2% |
| 7D | -9.0% | +0.2% | -9.3% | -9.0% |
| 30D | -4.4% | +20.3% | -24.8% | -5.5% |
| 3M | +24.1% | +56.6% | -32.5% | +21.8% |
| 6M | +20.0% | +101.9% | -81.9% | +18.2% |
| YTD | -4.9% | +93.7% | -98.6% | -10.7% |
| 1Y | -4.9% | +91.5% | -96.5% | -10.1% |
| All | -4.9% | +92.7% | -97.6% | -10.1% |
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