+465.4%
SIMO vs HALO
+178.6%
+286.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +14.5% | -2.1% | +16.6% | +14.7% |
| 30D | +20.4% | +4.6% | +15.8% | +19.6% |
| 3M | +7.1% | +50.2% | -43.1% | +0.6% |
| 6M | +129.2% | +57.6% | +71.6% | +112.9% |
| YTD | +201.9% | +59.6% | +142.4% | +179.8% |
| 1Y | +235.5% | +41.2% | +194.3% | +216.8% |
| All | +465.4% | +178.6% | +286.9% | +370.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling