-11.2%
SHOP vs HALO
+41.1%
-52.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -11.2% | -2.7% | -8.5% | -11.2% |
| 30D | -14.4% | +5.3% | -19.7% | -14.3% |
| 3M | +16.6% | +51.6% | -35.0% | +17.2% |
| 6M | -0.6% | +61.3% | -61.8% | +0.5% |
| YTD | -20.0% | +59.3% | -79.3% | -21.0% |
| 1Y | -11.2% | +38.3% | -49.5% | -13.0% |
| All | -11.2% | +41.1% | -52.3% | -13.0% |
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