+6,906.6%
STRL vs HALO
+977.5%
+5,929.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +5.4% | -3.4% | +8.8% | +6.2% |
| 30D | -9.0% | +4.3% | -13.3% | -10.0% |
| 3M | -37.1% | +51.8% | -88.8% | -43.7% |
| 6M | +17.8% | +57.8% | -40.0% | +4.6% |
| YTD | +58.3% | +59.0% | -0.7% | +40.2% |
| 1Y | +61.0% | +41.2% | +19.9% | +46.4% |
| 3Y | +517.8% | +177.8% | +340.0% | +357.2% |
| 5Y | +2,119.0% | +159.5% | +1,959.6% | +1,521.5% |
| All | +6,906.6% | +977.5% | +5,929.1% | +3,774.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling