+99.1%
STM vs HALO
+41.1%
+58.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.4% | -2.7% | +1.3% | -1.2% |
| 30D | -4.9% | +5.3% | -10.2% | -5.3% |
| 3M | -34.0% | +51.6% | -85.6% | -35.7% |
| 6M | +51.8% | +61.3% | -9.4% | +45.2% |
| YTD | +99.4% | +59.3% | +40.1% | +91.0% |
| 1Y | +99.1% | +38.3% | +60.8% | +93.1% |
| All | +99.1% | +41.1% | +58.0% | +93.1% |
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