+306.7%
SIMO vs HALO
+156.4%
+150.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +14.5% | -2.1% | +16.6% | +14.8% |
| 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% | +113.2% |
| YTD | +201.9% | +59.6% | +142.4% | +180.2% |
| 1Y | +235.5% | +41.2% | +194.3% | +216.7% |
| 3Y | +463.8% | +178.9% | +285.0% | +373.1% |
| 5Y | +306.7% | +160.1% | +146.6% | +224.9% |
| All | +306.7% | +156.4% | +150.3% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling