+681.4%
SO vs HALO
+2,492.7%
-1,811.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | +4.6% | -4.8% | -0.3% |
| 30D | -4.6% | +31.8% | -36.4% | -5.8% |
| 3M | -3.0% | +53.9% | -56.9% | -4.9% |
| 6M | -8.3% | +57.4% | -65.6% | -10.1% |
| YTD | +3.5% | +63.7% | -60.2% | +1.2% |
| 1Y | -0.9% | +50.1% | -51.0% | -2.9% |
| 3Y | +45.4% | +157.3% | -112.0% | +38.4% |
| 5Y | +59.6% | +161.0% | -101.4% | +51.1% |
| 10Y | +156.6% | +1,018.7% | -862.1% | +126.8% |
| All | +681.4% | +2,492.7% | -1,811.3% | +527.4% |
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