+6.0%
SO vs HALO
+42.6%
-36.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +1.4% | -3.2% | +4.6% | +1.5% |
| 30D | +4.7% | -14.2% | +18.9% | +5.1% |
| 3M | +1.7% | -0.4% | +2.1% | +1.7% |
| 6M | +2.2% | +43.2% | -41.0% | +1.0% |
| YTD | +10.0% | +49.0% | -39.0% | +7.8% |
| 1Y | +6.0% | +40.8% | -34.8% | +4.3% |
| All | +6.0% | +42.6% | -36.6% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling