+596.0%
SIMO vs HALO
+979.6%
-383.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.1% | +7.2% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | +17.9% | +5.3% | +12.6% | +16.7% |
| 3M | +3.9% | +51.6% | -47.7% | -3.9% |
| 6M | +131.0% | +61.3% | +69.8% | +110.9% |
| YTD | +209.3% | +59.3% | +150.0% | +182.8% |
| 1Y | +223.8% | +38.3% | +185.5% | +202.8% |
| 3Y | +479.2% | +185.9% | +293.4% | +364.6% |
| 5Y | +316.0% | +159.9% | +156.1% | +231.0% |
| All | +596.0% | +979.6% | -383.5% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling