+2.2%
SPGI vs HALO
+156.4%
-154.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | +2.0% | +4.6% | -2.6% | +1.4% |
| 3M | +4.3% | +50.2% | -45.9% | -1.9% |
| 6M | -0.2% | +57.6% | -57.8% | -6.9% |
| YTD | -14.8% | +59.6% | -74.4% | -21.0% |
| 1Y | -18.5% | +41.2% | -59.7% | -23.2% |
| 3Y | +16.0% | +178.9% | -162.9% | -6.0% |
| 5Y | +2.2% | +160.1% | -157.9% | -18.6% |
| All | +2.2% | +156.4% | -154.2% | -18.6% |
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