+942.9%
STRL vs HALO
+159.3%
+783.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +23.4% | -18.1% | +41.6% | +27.7% |
| 30D | -39.5% | -8.2% | -31.3% | -38.9% |
| 3M | -45.1% | -1.1% | -44.0% | -45.4% |
| 6M | -64.6% | +41.9% | -106.5% | -67.7% |
| YTD | -1.5% | +49.6% | -51.1% | -11.3% |
| 1Y | -20.8% | +42.5% | -63.3% | -28.0% |
| 3Y | +353.1% | +170.3% | +182.9% | +251.9% |
| 5Y | +942.9% | +158.4% | +784.5% | +677.9% |
| All | +942.9% | +159.3% | +783.6% | +677.9% |
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 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