+517.6%
SPMO vs HALO
+979.6%
-462.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -1.9% | +5.3% | -7.2% | -2.8% |
| 3M | -1.4% | +51.6% | -52.9% | -8.2% |
| 6M | +25.5% | +61.3% | -35.8% | +15.4% |
| YTD | +24.8% | +59.3% | -34.4% | +14.8% |
| 1Y | +24.5% | +38.3% | -13.8% | +17.0% |
| 3Y | +157.1% | +185.9% | -28.7% | +106.5% |
| 5Y | +149.5% | +159.9% | -10.4% | +99.2% |
| All | +517.6% | +979.6% | -462.0% | +315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling