+251.0%
SPOT vs HALO
+469.4%
-218.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -6.5% | -2.1% | -4.4% | -5.9% |
| 30D | +2.2% | +4.6% | -2.5% | +0.8% |
| 3M | +5.4% | +50.2% | -44.8% | -6.9% |
| 6M | -4.0% | +57.6% | -61.6% | -16.7% |
| YTD | -9.9% | +59.6% | -69.5% | -22.7% |
| 1Y | -27.3% | +41.2% | -68.4% | -35.4% |
| 3Y | +236.4% | +178.9% | +57.5% | +123.5% |
| 5Y | +112.6% | +160.1% | -47.5% | +40.9% |
| All | +251.0% | +469.4% | -218.4% | +70.8% |
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