-75.5%
SMR vs HALO
+41.1%
-116.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.7% |
| 7D | -11.2% | -2.7% | -8.5% | -10.6% |
| 30D | -10.2% | +5.3% | -15.5% | -11.6% |
| 3M | -10.0% | +51.6% | -61.6% | -22.1% |
| 6M | -30.5% | +61.3% | -91.7% | -42.0% |
| YTD | -39.2% | +59.3% | -98.5% | -47.6% |
| 1Y | -75.5% | +38.3% | -113.8% | -75.7% |
| All | -75.5% | +41.1% | -116.6% | -75.7% |
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 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