-30.4%
SPXS vs HALO
+92.7%
-123.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -4.6% |
| 7D | +2.2% | +0.2% | +1.9% | +2.2% |
| 30D | +3.8% | +20.3% | -16.6% | +7.3% |
| 3M | +3.3% | +56.6% | -53.3% | +13.6% |
| 6M | -16.7% | +101.9% | -118.5% | -0.4% |
| YTD | -28.5% | +93.7% | -122.2% | -13.6% |
| 1Y | -30.4% | +91.5% | -122.0% | -16.5% |
| All | -30.4% | +92.7% | -123.1% | -16.5% |
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