-12.9%
SIMO vs HALO
+56.1%
-68.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.5% |
| 7D | +4.2% | +4.6% | -0.4% | +5.6% |
| 30D | +4.1% | +31.8% | -27.7% | +11.4% |
| 3M | -12.9% | +53.9% | -66.8% | -2.7% |
| All | -12.9% | +56.1% | -68.9% | -2.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling