+62.1%
SPG vs HALO
+979.6%
-917.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | -2.7% | +1.6% | -0.6% |
| 30D | -6.1% | +5.3% | -11.4% | -7.1% |
| 3M | -3.6% | +51.6% | -55.2% | -11.4% |
| 6M | +10.4% | +61.3% | -50.8% | +0.2% |
| YTD | +14.4% | +59.3% | -44.9% | +3.8% |
| 1Y | +16.5% | +38.3% | -21.7% | +8.4% |
| 3Y | +106.8% | +185.9% | -79.1% | +62.1% |
| 5Y | +108.9% | +159.9% | -51.0% | +63.3% |
| All | +62.1% | +979.6% | -917.5% | +2.9% |
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