+1,260.2%
SPYG vs HALO
+2,426.8%
-1,166.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | -1.7% | +4.6% | -6.3% | -2.3% |
| 3M | +3.6% | +50.2% | -46.6% | -1.7% |
| 6M | +16.6% | +57.6% | -41.0% | +9.8% |
| YTD | +13.4% | +59.6% | -46.2% | +6.4% |
| 1Y | +19.6% | +41.2% | -21.6% | +13.8% |
| 3Y | +99.8% | +178.9% | -79.1% | +71.0% |
| 5Y | +85.0% | +160.1% | -75.1% | +57.8% |
| 10Y | +422.1% | +967.5% | -545.4% | +266.1% |
| All | +1,260.2% | +2,426.8% | -1,166.6% | +658.3% |
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