+1.4%
SLB vs HALO
+178.6%
-177.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -1.9% | -2.1% | +0.2% | -1.7% |
| 30D | +7.8% | +4.6% | +3.1% | +7.5% |
| 3M | +2.7% | +50.2% | -47.6% | -0.3% |
| 6M | +22.2% | +57.6% | -35.4% | +18.1% |
| YTD | +51.1% | +59.6% | -8.5% | +45.5% |
| 1Y | +63.3% | +41.2% | +22.2% | +58.6% |
| All | +1.4% | +178.6% | -177.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling