+1,823.5%
SPGI vs HALO
+2,259.3%
-435.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.2% | -3.2% | +4.5% | +1.7% |
| 30D | +15.9% | -14.2% | +30.1% | +18.2% |
| 3M | +12.3% | -0.4% | +12.7% | +12.0% |
| 6M | +23.7% | +43.2% | -19.5% | +16.6% |
| YTD | -3.5% | +49.0% | -52.5% | -10.0% |
| 1Y | +0.4% | +40.8% | -40.4% | -5.6% |
| 3Y | +29.9% | +167.4% | -137.5% | +8.7% |
| 5Y | +15.2% | +157.4% | -142.2% | -4.7% |
| 10Y | +337.2% | +697.1% | -359.9% | +195.2% |
| All | +1,823.5% | +2,259.3% | -435.8% | +811.6% |
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 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