+1,537.1%
SOXX vs HALO
+979.6%
+557.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | -3.6% | +5.3% | -8.9% | -5.0% |
| 3M | -10.2% | +51.6% | -61.7% | -20.0% |
| 6M | +54.2% | +61.3% | -7.0% | +34.8% |
| YTD | +75.2% | +59.3% | +15.9% | +53.2% |
| 1Y | +107.5% | +38.3% | +69.2% | +87.7% |
| 3Y | +226.8% | +185.9% | +40.9% | +129.5% |
| 5Y | +251.2% | +159.9% | +91.3% | +146.5% |
| All | +1,537.1% | +979.6% | +557.6% | +766.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling