+154.8%
SO vs HALO
+977.5%
-822.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.1% | -3.4% | +2.2% | -1.0% |
| 30D | -3.7% | +4.3% | -8.0% | -4.0% |
| 3M | -5.9% | +51.8% | -57.7% | -8.3% |
| 6M | -7.3% | +57.8% | -65.1% | -10.0% |
| YTD | +3.1% | +59.0% | -55.9% | 0.0% |
| 1Y | -1.0% | +41.2% | -42.2% | -3.3% |
| 3Y | +43.2% | +177.8% | -134.6% | +32.8% |
| 5Y | +59.1% | +159.5% | -100.3% | +46.9% |
| All | +154.8% | +977.5% | -822.8% | +129.6% |
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 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