+8,499.7%
SPXL vs HALO
+2,109.7%
+6,390.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | -5.0% | +4.6% | -9.6% | -7.0% |
| 3M | +7.6% | +50.2% | -42.7% | -10.8% |
| 6M | +33.6% | +57.6% | -24.0% | +8.1% |
| YTD | +28.1% | +59.6% | -31.5% | +2.5% |
| 1Y | +43.6% | +41.2% | +2.5% | +20.5% |
| 3Y | +225.8% | +178.9% | +47.0% | +90.0% |
| 5Y | +140.1% | +160.1% | -20.0% | +42.3% |
| 10Y | +1,248.4% | +967.5% | +280.9% | +323.4% |
| All | +8,499.7% | +2,109.7% | +6,390.0% | +694.0% |
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