+819.0%
SPYM vs HALO
+5,736.4%
-4,917.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -0.4% | -2.1% | +1.7% | -0.1% |
| 30D | -1.4% | +4.6% | -6.0% | -1.9% |
| 3M | +3.7% | +50.2% | -46.5% | -1.4% |
| 6M | +13.0% | +57.6% | -44.6% | +6.7% |
| YTD | +12.5% | +59.6% | -47.1% | +5.9% |
| 1Y | +18.6% | +41.2% | -22.6% | +13.1% |
| 3Y | +78.0% | +178.9% | -100.8% | +53.7% |
| 5Y | +82.3% | +160.1% | -77.8% | +56.7% |
| 10Y | +322.9% | +967.5% | -644.6% | +201.2% |
| All | +819.0% | +5,736.4% | -4,917.4% | +411.8% |
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