+234.1%
STM vs HALO
+2,259.3%
-2,025.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.0% | -3.2% | +15.3% | +12.7% |
| 30D | -0.4% | -14.2% | +13.8% | +2.2% |
| 3M | -13.2% | -0.4% | -12.8% | -13.6% |
| 6M | -26.1% | +43.2% | -69.3% | -31.9% |
| YTD | +81.2% | +49.0% | +32.2% | +65.0% |
| 1Y | +98.3% | +40.8% | +57.5% | +82.3% |
| 3Y | +16.7% | +167.4% | -150.7% | -8.3% |
| 5Y | -4.8% | +157.4% | -162.2% | -25.8% |
| 10Y | +468.8% | +697.1% | -228.3% | +256.1% |
| All | +234.1% | +2,259.3% | -2,025.2% | +50.9% |
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