+563.4%
SPMO vs HALO
+640.0%
-76.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +0.1% | -3.4% | +3.5% | +0.5% |
| 30D | -0.7% | +4.3% | -5.0% | -1.3% |
| 3M | +2.8% | +51.8% | -48.9% | -3.0% |
| 6M | +24.4% | +57.8% | -33.4% | +16.6% |
| YTD | +24.2% | +59.0% | -34.8% | +16.0% |
| 1Y | +24.5% | +41.2% | -16.7% | +18.0% |
| 3Y | +155.6% | +177.8% | -22.3% | +115.6% |
| 5Y | +148.2% | +159.5% | -11.3% | +107.9% |
| 10Y | +514.8% | +963.6% | -448.8% | +356.5% |
| All | +563.4% | +640.0% | -76.6% | +393.2% |
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