+6,657.1%
STLD vs HALO
+2,492.7%
+4,164.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +3.1% | +4.6% | -1.4% | +2.2% |
| 30D | -9.0% | +31.8% | -40.8% | -14.3% |
| 3M | -12.4% | +53.9% | -66.3% | -20.1% |
| 6M | +25.5% | +57.4% | -31.9% | +13.7% |
| YTD | +43.6% | +63.7% | -20.1% | +28.8% |
| 1Y | +87.2% | +50.1% | +37.1% | +70.5% |
| 3Y | +135.2% | +157.3% | -22.1% | +84.9% |
| 5Y | +290.9% | +161.0% | +129.9% | +199.2% |
| 10Y | +1,113.5% | +1,018.7% | +94.8% | +548.0% |
| All | +6,657.1% | +2,492.7% | +4,164.4% | +2,284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling