+4,167.1%
SMCI vs HALO
+1,173.8%
+2,993.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -1.3% | -3.4% | +2.1% | -0.6% |
| 30D | +18.3% | +4.3% | +14.0% | +17.2% |
| 3M | +27.7% | +51.8% | -24.1% | +17.0% |
| 6M | +17.6% | +57.8% | -40.2% | +6.7% |
| YTD | +27.7% | +59.0% | -31.3% | +15.7% |
| 1Y | -14.9% | +41.2% | -56.0% | -21.3% |
| 3Y | +33.2% | +177.8% | -144.7% | +1.4% |
| 5Y | +921.6% | +159.5% | +762.1% | +674.4% |
| 10Y | +1,672.4% | +963.6% | +708.8% | +830.4% |
| All | +4,167.1% | +1,173.8% | +2,993.3% | +1,332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling