+185.2%
SITM vs HALO
+158.6%
+26.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -2.7% | +6.6% | +5.1% |
| 30D | -6.6% | +5.3% | -11.9% | -8.8% |
| 3M | -11.9% | +51.6% | -63.4% | -27.1% |
| 6M | +81.1% | +61.3% | +19.9% | +44.8% |
| YTD | +80.0% | +59.3% | +20.7% | +44.2% |
| 1Y | +145.8% | +38.3% | +107.6% | +108.7% |
| 3Y | +475.9% | +185.9% | +290.0% | +197.4% |
| All | +185.2% | +158.6% | +26.6% | +60.0% |
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 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