+388.8%
SIMO vs HALO
+689.5%
-300.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +4.1% | -3.2% | +7.4% | +4.6% |
| 30D | -24.0% | -14.2% | -9.8% | -22.3% |
| 3M | -31.8% | -0.4% | -31.4% | -32.1% |
| 6M | -36.9% | +43.2% | -80.1% | -41.5% |
| YTD | +84.8% | +49.0% | +35.8% | +69.8% |
| 1Y | +99.0% | +40.8% | +58.1% | +84.4% |
| 3Y | +217.9% | +167.4% | +50.6% | +155.8% |
| 5Y | +171.5% | +157.4% | +14.1% | +113.7% |
| All | +388.8% | +689.5% | -300.8% | +235.0% |
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 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