-5.8%
SLB vs HALO
+979.6%
-985.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.1% |
| 30D | +7.1% | +5.3% | +1.8% | +6.1% |
| 3M | +0.6% | +51.6% | -50.9% | -6.9% |
| 6M | +17.6% | +61.3% | -43.7% | +7.5% |
| YTD | +48.5% | +59.3% | -10.8% | +35.5% |
| 1Y | +59.4% | +38.3% | +21.1% | +48.9% |
| 3Y | -0.4% | +185.9% | -186.2% | -21.8% |
| 5Y | +133.8% | +159.9% | -26.2% | +82.3% |
| All | -5.8% | +979.6% | -985.4% | -41.8% |
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