+175.8%
SLV vs HALO
+689.5%
-513.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.6% |
| 30D | -12.1% | -14.2% | +2.0% | -11.1% |
| 3M | -24.1% | -0.4% | -23.7% | -24.3% |
| 6M | -44.4% | +43.2% | -87.6% | -46.3% |
| YTD | -31.5% | +49.0% | -80.5% | -34.0% |
| 1Y | -6.9% | +40.8% | -47.8% | -10.0% |
| 3Y | +116.0% | +167.4% | -51.4% | +95.9% |
| 5Y | +88.4% | +157.4% | -68.9% | +70.0% |
| All | +175.8% | +689.5% | -513.7% | +135.9% |
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