+7.5%
SMR vs HALO
+202.6%
-195.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +13.1% | -2.1% | +15.1% | +13.5% |
| 30D | +17.8% | +4.6% | +13.1% | +16.7% |
| 3M | +8.1% | +50.2% | -42.1% | -0.8% |
| 6M | -11.1% | +57.6% | -68.7% | -19.5% |
| YTD | -23.7% | +59.6% | -83.3% | -30.8% |
| 1Y | -69.4% | +41.2% | -110.6% | -71.7% |
| 3Y | +82.6% | +178.9% | -96.3% | +38.4% |
| All | +7.5% | +202.6% | -195.1% | -18.9% |
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