-100.0%
SPXS vs HALO
+2,625.6%
-2,725.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.1% |
| 7D | +1.2% | -2.1% | +3.3% | +0.4% |
| 30D | +5.2% | +4.6% | +0.5% | +7.3% |
| 3M | -9.2% | +50.2% | -59.4% | +8.7% |
| 6M | -29.6% | +57.6% | -87.2% | -13.3% |
| YTD | -27.6% | +59.6% | -87.2% | -9.9% |
| 1Y | -36.7% | +41.2% | -77.9% | -24.8% |
| 3Y | -79.8% | +178.9% | -258.7% | -64.7% |
| 5Y | -85.9% | +160.1% | -246.0% | -73.0% |
| 10Y | -99.5% | +967.5% | -1,067.0% | -97.9% |
| All | -100.0% | +2,625.6% | -2,725.6% | -99.9% |
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