+216.5%
SLV vs HALO
+977.5%
-761.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -5.0% | -3.4% | -1.6% | -4.8% |
| 30D | -1.8% | +4.3% | -6.1% | -2.1% |
| 3M | -0.3% | +51.8% | -52.1% | -3.6% |
| 6M | -28.2% | +57.8% | -86.0% | -30.8% |
| YTD | -10.7% | +59.0% | -69.7% | -14.0% |
| 1Y | +53.7% | +41.2% | +12.5% | +49.1% |
| 3Y | +173.7% | +177.8% | -4.2% | +149.8% |
| 5Y | +161.5% | +159.5% | +2.0% | +138.3% |
| All | +216.5% | +977.5% | -761.1% | +180.3% |
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