-1.6%
SO vs HALO
+40.8%
-42.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.1% | -3.4% | +2.2% | -1.1% |
| 30D | -3.7% | +4.3% | -8.0% | -3.8% |
| 3M | -5.9% | +51.8% | -57.7% | -6.6% |
| 6M | -7.3% | +57.8% | -65.1% | -8.1% |
| YTD | +3.1% | +59.0% | -55.9% | +2.2% |
| All | -1.6% | +40.8% | -42.4% | -1.3% |
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