+27.6%
SOLS vs HALO
+59.5%
-31.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.3% | -3.4% | +3.7% | +0.4% |
| 30D | +0.9% | +4.3% | -3.4% | +0.6% |
| 3M | -20.7% | +51.8% | -72.4% | -25.7% |
| 6M | -17.7% | +57.8% | -75.5% | -24.4% |
| YTD | +27.1% | +59.0% | -31.9% | +15.2% |
| All | +27.6% | +59.5% | -31.9% | +15.7% |
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