+21.1%
STM vs HALO
+156.4%
-135.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.7% | -2.1% | +3.7% | +2.2% |
| 30D | -5.2% | +4.6% | -9.8% | -6.3% |
| 3M | -29.6% | +50.2% | -79.9% | -36.8% |
| 6M | +54.4% | +57.6% | -3.2% | +36.3% |
| YTD | +99.5% | +59.6% | +40.0% | +75.1% |
| 1Y | +100.8% | +41.2% | +59.6% | +81.3% |
| 3Y | +20.2% | +178.9% | -158.7% | -17.6% |
| 5Y | +21.1% | +160.1% | -138.9% | -18.5% |
| All | +21.1% | +156.4% | -135.2% | -18.5% |
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 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