+314.7%
SPY vs HALO
+979.6%
-664.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.3% |
| 30D | -1.1% | +5.3% | -6.4% | -1.9% |
| 3M | +3.9% | +51.6% | -47.7% | -3.2% |
| 6M | +13.6% | +61.3% | -47.6% | +4.6% |
| YTD | +12.7% | +59.3% | -46.6% | +3.7% |
| 1Y | +17.5% | +38.3% | -20.8% | +10.5% |
| 3Y | +76.9% | +185.9% | -109.0% | +42.4% |
| 5Y | +83.6% | +159.9% | -76.4% | +47.2% |
| All | +314.7% | +979.6% | -664.8% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling