+934.9%
SPY vs HALO
+2,448.5%
-1,513.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -0.9% | +5.0% | -6.0% | -1.6% |
| 3M | +3.9% | +53.1% | -49.2% | -1.7% |
| 6M | +14.5% | +60.8% | -46.2% | +7.5% |
| YTD | +12.9% | +60.9% | -48.0% | +5.8% |
| 1Y | +19.4% | +42.8% | -23.4% | +13.4% |
| 3Y | +78.5% | +181.3% | -102.8% | +52.5% |
| 5Y | +81.8% | +157.6% | -75.8% | +55.0% |
| 10Y | +311.5% | +910.4% | -598.8% | +187.3% |
| All | +934.9% | +2,448.5% | -1,513.6% | +452.2% |
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