+11.1%
SKDD vs HALO
+63.4%
-52.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -5.7% | +34.2% | +29.6% |
| 7D | +60.6% | -6.3% | +66.8% | +62.3% |
| 30D | +76.2% | +12.1% | +64.2% | +61.2% |
| 3M | -4.6% | +47.1% | -51.7% | -21.0% |
| All | +11.1% | +63.4% | -52.4% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling