+233.5%
SPOT vs HALO
+178.1%
+55.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | +7.4% | +5.3% | +2.1% | +6.7% |
| 3M | +8.2% | +51.6% | -43.4% | +2.4% |
| 6M | +2.2% | +61.3% | -59.0% | -4.1% |
| YTD | -9.5% | +59.3% | -68.8% | -15.3% |
| 1Y | -23.8% | +38.3% | -62.1% | -27.4% |
| 3Y | +233.5% | +185.9% | +47.6% | +189.4% |
| All | +233.5% | +178.1% | +55.4% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling