+530.1%
SMTC vs HALO
+979.6%
-449.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | +13.1% | -2.7% | +15.8% | +14.1% |
| 30D | +19.5% | +5.3% | +14.1% | +17.1% |
| 3M | +2.2% | +51.6% | -49.3% | -12.3% |
| 6M | +94.9% | +61.3% | +33.6% | +63.0% |
| YTD | +127.0% | +59.3% | +67.7% | +90.3% |
| 1Y | +174.6% | +38.3% | +136.3% | +140.8% |
| 3Y | +615.9% | +185.9% | +430.1% | +356.1% |
| 5Y | +125.6% | +159.9% | -34.3% | +44.2% |
| All | +530.1% | +979.6% | -449.4% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling