-86.3%
SPXU vs HALO
+158.6%
-244.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.3% |
| 7D | +2.5% | -2.7% | +5.2% | +1.4% |
| 30D | +4.2% | +5.3% | -1.1% | +6.5% |
| 3M | -9.3% | +51.6% | -60.8% | +8.6% |
| 6M | -30.7% | +61.3% | -91.9% | -14.0% |
| YTD | -28.1% | +59.3% | -87.4% | -10.7% |
| 1Y | -35.2% | +38.3% | -73.5% | -24.0% |
| 3Y | -79.9% | +185.9% | -265.8% | -62.4% |
| All | -86.3% | +158.6% | -244.9% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling