+72.5%
SMR vs HALO
+177.6%
-105.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | +4.7% | -3.4% | +8.1% | +5.5% |
| 30D | +3.2% | +4.3% | -1.0% | +2.3% |
| 3M | +9.9% | +51.8% | -41.9% | -0.4% |
| 6M | -15.1% | +57.8% | -72.9% | -24.1% |
| YTD | -27.9% | +59.0% | -86.9% | -35.2% |
| 1Y | -70.2% | +41.2% | -111.4% | -72.6% |
| All | +72.5% | +177.6% | -105.1% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling