-59.0%
SKUU vs HALO
+73.2%
-132.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.3% | -11.7% | -9.7% |
| 7D | -25.6% | +0.2% | -25.8% | -25.4% |
| 30D | -49.6% | +20.3% | -69.9% | -43.8% |
| 3M | -26.8% | +56.6% | -83.5% | -9.1% |
| All | -59.0% | +73.2% | -132.2% | -47.1% |
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