+2,335.3%
SIMO vs HALO
+5,555.6%
-3,220.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | +14.9% | -18.1% | +33.0% | +18.7% |
| 30D | -27.0% | -8.2% | -18.8% | -26.2% |
| 3M | -25.4% | -1.1% | -24.3% | -25.7% |
| 6M | -30.3% | +41.9% | -72.2% | -35.8% |
| YTD | +95.8% | +49.6% | +46.2% | +78.1% |
| 1Y | +100.0% | +42.5% | +57.5% | +83.4% |
| 3Y | +238.3% | +170.3% | +68.0% | +166.5% |
| 5Y | +187.6% | +158.4% | +29.2% | +122.0% |
| 10Y | +422.5% | +700.2% | -277.7% | +202.5% |
| All | +2,335.3% | +5,555.6% | -3,220.3% | +631.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling