+109.0%
SPG vs HALO
+689.5%
-580.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | -3.2% | +5.2% | +2.6% |
| 30D | +17.2% | -14.2% | +31.4% | +20.2% |
| 3M | +6.3% | -0.4% | +6.7% | +5.7% |
| 6M | +18.7% | +43.2% | -24.5% | +9.3% |
| YTD | +30.1% | +49.0% | -18.9% | +18.4% |
| 1Y | +32.8% | +40.8% | -8.1% | +22.1% |
| 3Y | +133.6% | +167.4% | -33.8% | +82.7% |
| 5Y | +84.4% | +157.4% | -73.0% | +41.9% |
| All | +109.0% | +689.5% | -580.6% | +30.9% |
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