+3,365.1%
SIMO vs HALO
+6,090.4%
-2,725.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +4.2% | +4.6% | -0.4% | +3.3% |
| 30D | +4.1% | +31.8% | -27.7% | -1.9% |
| 3M | -12.9% | +53.9% | -66.8% | -20.5% |
| 6M | +110.3% | +57.4% | +53.0% | +90.6% |
| YTD | +178.6% | +63.7% | +114.8% | +150.4% |
| 1Y | +220.0% | +50.1% | +169.9% | +191.8% |
| 3Y | +409.0% | +157.3% | +251.7% | +305.5% |
| 5Y | +277.3% | +161.0% | +116.3% | +191.9% |
| 10Y | +506.6% | +1,018.7% | -512.1% | +227.9% |
| All | +3,365.1% | +6,090.4% | -2,725.4% | +928.0% |
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