-100.0%
SPXU vs HALO
+1,509.0%
-1,609.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.7% |
| 7D | +6.4% | -3.4% | +9.8% | +5.0% |
| 30D | +5.9% | +4.3% | +1.7% | +7.7% |
| 3M | -11.7% | +51.8% | -63.4% | +4.0% |
| 6M | -28.7% | +57.8% | -86.5% | -14.1% |
| YTD | -26.4% | +59.0% | -85.3% | -10.6% |
| 1Y | -35.2% | +41.2% | -76.4% | -24.4% |
| 3Y | -79.8% | +177.8% | -257.7% | -66.7% |
| 5Y | -86.1% | +159.5% | -245.5% | -75.1% |
| 10Y | -99.5% | +963.6% | -1,063.2% | -98.2% |
| All | -100.0% | +1,509.0% | -1,609.0% | -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