+4,789.7%
SITM vs HALO
+461.3%
+4,328.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -2.7% | +6.6% | +5.3% |
| 30D | -6.6% | +5.3% | -11.9% | -9.1% |
| 3M | -11.9% | +51.6% | -63.4% | -29.3% |
| 6M | +81.1% | +61.3% | +19.9% | +39.6% |
| YTD | +80.0% | +59.3% | +20.7% | +39.0% |
| 1Y | +145.8% | +38.3% | +107.6% | +102.8% |
| 3Y | +475.9% | +185.9% | +290.0% | +176.6% |
| 5Y | +189.2% | +159.9% | +29.3% | +45.7% |
| All | +4,789.7% | +461.3% | +4,328.4% | +1,431.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling