-38.9%
SPXS vs HALO
+47.3%
-86.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.2% |
| 7D | -0.1% | +4.6% | -4.7% | +0.8% |
| 30D | +0.8% | +31.8% | -31.0% | +7.3% |
| 3M | -4.7% | +53.9% | -58.6% | +6.3% |
| 6M | -29.6% | +57.4% | -87.0% | -19.5% |
| YTD | -29.8% | +63.7% | -93.5% | -18.3% |
| 1Y | -38.9% | +50.1% | -89.1% | -30.2% |
| All | -38.9% | +47.3% | -86.2% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling