+82.0%
SPY vs HALO
+157.2%
-75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.0% | -3.4% | +1.4% | -1.5% |
| 30D | -1.7% | +4.3% | -5.9% | -2.2% |
| 3M | +4.7% | +51.8% | -47.0% | -1.6% |
| 6M | +12.5% | +57.8% | -45.3% | +4.9% |
| YTD | +11.7% | +59.0% | -47.3% | +3.8% |
| 1Y | +17.5% | +41.2% | -23.7% | +10.9% |
| 3Y | +76.6% | +177.8% | -101.3% | +44.4% |
| 5Y | +82.0% | +159.5% | -77.4% | +44.4% |
| All | +82.0% | +157.2% | -75.2% | +44.4% |
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