+60.2%
SO vs HALO
+158.1%
-98.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | -2.5% | +4.6% | -7.1% | -2.8% |
| 3M | -4.2% | +50.2% | -54.4% | -6.9% |
| 6M | -7.7% | +57.6% | -65.3% | -10.6% |
| YTD | +3.8% | +59.6% | -55.8% | +0.2% |
| 1Y | +0.1% | +41.2% | -41.1% | -2.6% |
| 3Y | +44.2% | +178.9% | -134.7% | +31.3% |
| All | +60.2% | +158.1% | -98.0% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling