+1,643.6%
SPGI vs HALO
+2,448.5%
-804.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +5.4% | +5.0% | +0.4% | +4.6% |
| 3M | +9.0% | +53.1% | -44.1% | +2.2% |
| 6M | +0.8% | +60.8% | -60.0% | -6.4% |
| YTD | -12.6% | +60.9% | -73.5% | -19.0% |
| 1Y | -16.1% | +42.8% | -58.9% | -21.1% |
| 3Y | +19.0% | +181.3% | -162.3% | -1.0% |
| 5Y | +5.1% | +157.6% | -152.5% | -12.9% |
| 10Y | +295.5% | +910.4% | -614.9% | +157.8% |
| All | +1,643.6% | +2,448.5% | -804.9% | +719.7% |
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