+7,788.2%
SHOP vs HALO
+528.2%
+7,260.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -7.0% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | -11.5% | +5.0% | -16.6% | -13.1% |
| 3M | +21.1% | +53.1% | -32.1% | +3.7% |
| 6M | +3.0% | +60.8% | -57.8% | -13.8% |
| YTD | -16.7% | +60.9% | -77.6% | -30.9% |
| 1Y | -8.3% | +42.8% | -51.1% | -21.1% |
| 3Y | +112.8% | +181.3% | -68.4% | +32.8% |
| 5Y | -9.3% | +157.6% | -166.8% | -42.3% |
| 10Y | +3,003.4% | +910.4% | +2,093.1% | +1,062.8% |
| All | +7,788.2% | +528.2% | +7,260.0% | +3,329.1% |
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 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