+80.8%
STLD vs HALO
+40.2%
+40.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -3.6% | -3.4% | -0.2% | -3.2% |
| 30D | -10.1% | +4.3% | -14.4% | -10.5% |
| 3M | -11.4% | +51.8% | -63.2% | -17.0% |
| 6M | +30.8% | +57.8% | -27.0% | +20.6% |
| YTD | +40.7% | +59.0% | -18.3% | +28.9% |
| 1Y | +80.8% | +41.2% | +39.6% | +66.5% |
| All | +80.8% | +40.2% | +40.5% | +66.5% |
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