+932.3%
SPG vs HALO
+2,492.7%
-1,560.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.4% | +4.6% | -7.0% | -3.1% |
| 30D | -6.8% | +31.8% | -38.7% | -11.4% |
| 3M | +2.7% | +53.9% | -51.2% | -4.9% |
| 6M | +5.5% | +57.4% | -51.9% | -2.9% |
| YTD | +15.7% | +63.7% | -48.0% | +5.7% |
| 1Y | +20.9% | +50.1% | -29.3% | +11.8% |
| 3Y | +112.4% | +157.3% | -45.0% | +74.6% |
| 5Y | +101.4% | +161.0% | -59.6% | +62.5% |
| 10Y | +60.6% | +1,018.7% | -958.0% | -3.5% |
| All | +932.3% | +2,492.7% | -1,560.4% | +302.8% |
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