+666.4%
SMTC vs HALO
+2,426.8%
-1,760.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +22.5% | -2.1% | +24.6% | +22.9% |
| 30D | +24.9% | +4.6% | +20.2% | +23.7% |
| 3M | +4.1% | +50.2% | -46.2% | -3.6% |
| 6M | +92.6% | +57.6% | +35.0% | +76.5% |
| YTD | +122.5% | +59.6% | +62.9% | +103.4% |
| 1Y | +166.2% | +41.2% | +125.1% | +148.3% |
| 3Y | +577.2% | +178.9% | +398.3% | +448.8% |
| 5Y | +119.0% | +160.1% | -41.1% | +77.9% |
| 10Y | +527.9% | +967.5% | -439.6% | +308.4% |
| All | +666.4% | +2,426.8% | -1,760.4% | +321.8% |
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