-85.6%
SMR vs HALO
+92.7%
-178.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.8% |
| 7D | -9.5% | +0.2% | -9.8% | -9.6% |
| 30D | -33.2% | +20.3% | -53.5% | -36.5% |
| 3M | -45.9% | +56.6% | -102.5% | -53.1% |
| 6M | -57.9% | +101.9% | -159.7% | -68.3% |
| YTD | -63.8% | +93.7% | -157.5% | -71.2% |
| 1Y | -85.6% | +91.5% | -177.1% | -88.1% |
| All | -85.6% | +92.7% | -178.3% | -88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling