+108.7%
SPG vs HALO
+157.2%
-48.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.2% | -3.4% | +1.2% | -1.5% |
| 30D | -5.8% | +4.3% | -10.0% | -6.6% |
| 3M | -2.8% | +51.8% | -54.6% | -11.1% |
| 6M | +8.9% | +57.8% | -48.9% | -1.4% |
| YTD | +14.3% | +59.0% | -44.7% | +3.1% |
| 1Y | +19.5% | +41.2% | -21.7% | +10.2% |
| 3Y | +106.9% | +177.8% | -71.0% | +58.3% |
| 5Y | +108.7% | +159.5% | -50.7% | +55.0% |
| All | +108.7% | +157.2% | -48.5% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling