+236.8%
SIMO vs HALO
+171.2%
+65.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +14.9% | -18.1% | +33.0% | +17.2% |
| 30D | -27.0% | -8.2% | -18.8% | -26.4% |
| 3M | -25.4% | -1.1% | -24.3% | -25.5% |
| 6M | -30.3% | +41.9% | -72.2% | -34.5% |
| YTD | +95.8% | +49.6% | +46.2% | +81.7% |
| 1Y | +100.0% | +42.5% | +57.5% | +87.0% |
| All | +236.8% | +171.2% | +65.6% | +174.7% |
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 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