+100.5%
SIMO vs HALO
+92.7%
+7.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.3% | -10.9% | -9.5% |
| 7D | -16.9% | +0.2% | -17.1% | -16.9% |
| 30D | -35.4% | +20.3% | -55.7% | -34.5% |
| 3M | -31.9% | +56.6% | -88.5% | -30.7% |
| 6M | -19.3% | +101.9% | -121.2% | -21.4% |
| YTD | +98.5% | +93.7% | +4.8% | +96.1% |
| 1Y | +100.5% | +91.5% | +9.0% | +99.0% |
| All | +100.5% | +92.7% | +7.8% | +99.0% |
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