+2,125.4%
STRL vs HALO
+156.4%
+1,969.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +8.2% | -2.1% | +10.3% | +8.7% |
| 30D | -6.3% | +4.6% | -11.0% | -7.3% |
| 3M | -41.2% | +50.2% | -91.4% | -46.6% |
| 6M | +20.4% | +57.6% | -37.2% | +8.0% |
| YTD | +61.7% | +59.6% | +2.1% | +44.7% |
| 1Y | +72.7% | +41.2% | +31.5% | +58.2% |
| 3Y | +530.9% | +178.9% | +352.1% | +388.3% |
| 5Y | +2,125.4% | +160.1% | +1,965.3% | +1,566.8% |
| All | +2,125.4% | +156.4% | +1,969.0% | +1,566.8% |
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