+60.1%
STLD vs HALO
+92.7%
-32.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.2% |
| 7D | -3.9% | +0.2% | -4.2% | -4.0% |
| 30D | -0.4% | +20.3% | -20.7% | -2.5% |
| 3M | -9.2% | +56.6% | -65.8% | -14.4% |
| 6M | +5.0% | +101.9% | -96.9% | -6.4% |
| YTD | +42.8% | +93.7% | -50.9% | +26.7% |
| 1Y | +60.1% | +91.5% | -31.5% | +42.4% |
| All | +60.1% | +92.7% | -32.6% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling