+4,532.8%
SITM vs HALO
+460.2%
+4,072.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +4.8% | -3.4% | +8.2% | +6.6% |
| 30D | -9.7% | +4.3% | -14.0% | -11.8% |
| 3M | -9.3% | +51.8% | -61.1% | -27.4% |
| 6M | +69.5% | +57.8% | +11.7% | +32.1% |
| YTD | +70.5% | +59.0% | +11.5% | +31.8% |
| 1Y | +145.3% | +41.2% | +104.1% | +100.2% |
| 3Y | +432.8% | +177.8% | +254.9% | +160.7% |
| 5Y | +174.0% | +159.5% | +14.6% | +38.2% |
| All | +4,532.8% | +460.2% | +4,072.6% | +1,352.5% |
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