+118.2%
SRE vs HALO
+979.6%
-861.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | -3.0% | +5.3% | -8.3% | -3.5% |
| 3M | -8.3% | +51.6% | -59.9% | -11.8% |
| 6M | -8.9% | +61.3% | -70.2% | -12.9% |
| YTD | -4.3% | +59.3% | -63.6% | -8.5% |
| 1Y | +2.7% | +38.3% | -35.5% | -0.7% |
| 3Y | +28.7% | +185.9% | -157.2% | +14.8% |
| 5Y | +47.1% | +159.9% | -112.8% | +30.8% |
| All | +118.2% | +979.6% | -861.3% | +85.9% |
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