-14.7%
SHOP vs HALO
+157.2%
-171.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -13.2% | -3.4% | -9.8% | -12.3% |
| 30D | -17.0% | +4.3% | -21.3% | -18.1% |
| 3M | +17.0% | +51.8% | -34.8% | +2.0% |
| 6M | -2.1% | +57.8% | -59.9% | -16.2% |
| YTD | -21.4% | +59.0% | -80.3% | -33.6% |
| 1Y | -11.0% | +41.2% | -52.1% | -21.9% |
| 3Y | +100.9% | +177.8% | -76.9% | +20.8% |
| 5Y | -14.7% | +159.5% | -174.2% | -51.0% |
| All | -14.7% | +157.2% | -171.9% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling