+293.5%
STLD vs HALO
+156.4%
+137.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.8% | -2.1% | -0.7% | -2.5% |
| 30D | -10.4% | +4.6% | -15.0% | -11.0% |
| 3M | -10.6% | +50.2% | -60.8% | -16.3% |
| 6M | +32.7% | +57.6% | -24.9% | +23.0% |
| YTD | +42.8% | +59.6% | -16.8% | +31.9% |
| 1Y | +86.9% | +41.2% | +45.8% | +75.6% |
| 3Y | +143.8% | +178.9% | -35.1% | +98.2% |
| 5Y | +293.5% | +160.1% | +133.4% | +210.0% |
| All | +293.5% | +156.4% | +137.1% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling