+272.8%
STM vs HALO
+2,492.7%
-2,219.9%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.8% | +4.6% | +1.2% | +4.9% |
| 30D | -1.0% | +31.8% | -32.8% | -6.4% |
| 3M | -33.3% | +53.9% | -87.2% | -39.0% |
| 6M | +57.4% | +57.4% | 0.0% | +42.8% |
| YTD | +102.2% | +63.7% | +38.5% | +81.8% |
| 1Y | +99.6% | +50.1% | +49.5% | +81.9% |
| 3Y | +14.5% | +157.3% | -142.8% | -9.1% |
| 5Y | +21.4% | +161.0% | -139.6% | -5.1% |
| 10Y | +695.0% | +1,018.7% | -323.7% | +369.5% |
| All | +272.8% | +2,492.7% | -2,219.9% | +66.2% |
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