+3,368.2%
SMH vs HALO
+2,426.8%
+941.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +4.3% | -2.1% | +6.4% | +4.6% |
| 30D | +0.9% | +4.6% | -3.8% | +0.1% |
| 3M | -2.8% | +50.2% | -53.1% | -9.1% |
| 6M | +45.6% | +57.6% | -12.0% | +35.1% |
| YTD | +59.5% | +59.6% | -0.1% | +47.4% |
| 1Y | +93.4% | +41.2% | +52.3% | +81.9% |
| 3Y | +287.1% | +178.9% | +108.2% | +219.8% |
| 5Y | +338.0% | +160.1% | +178.0% | +261.5% |
| 10Y | +1,876.8% | +967.5% | +909.3% | +1,207.9% |
| All | +3,368.2% | +2,426.8% | +941.4% | +1,662.2% |
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