+1,817.6%
SMH vs HALO
+979.6%
+838.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | -2.8% | +5.3% | -8.1% | -4.1% |
| 3M | -6.7% | +51.6% | -58.3% | -16.5% |
| 6M | +41.8% | +61.3% | -19.5% | +24.5% |
| YTD | +57.9% | +59.3% | -1.4% | +38.7% |
| 1Y | +87.6% | +38.3% | +49.4% | +70.4% |
| 3Y | +282.9% | +185.9% | +97.1% | +171.9% |
| 5Y | +330.4% | +159.9% | +170.5% | +205.1% |
| All | +1,817.6% | +979.6% | +838.1% | +936.7% |
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