+740.9%
STLD vs HALO
+689.5%
+51.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +2.9% | -3.2% | +6.2% | +3.6% |
| 30D | -5.6% | -14.2% | +8.6% | -2.9% |
| 3M | -11.7% | -0.4% | -11.3% | -12.1% |
| 6M | -2.8% | +43.2% | -46.0% | -10.9% |
| YTD | +36.4% | +49.0% | -12.5% | +23.6% |
| 1Y | +50.0% | +40.8% | +9.2% | +37.3% |
| 3Y | +122.3% | +167.4% | -45.1% | +69.2% |
| 5Y | +273.2% | +157.4% | +115.8% | +178.3% |
| All | +740.9% | +689.5% | +51.4% | +365.2% |
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 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