-65.8%
STRL vs HALO
+40.0%
-105.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | +15.7% | -3.2% | +18.9% | +15.5% |
| 30D | -35.5% | -14.2% | -21.3% | -35.2% |
| 3M | -47.1% | -0.4% | -46.7% | -46.9% |
| 6M | -65.8% | +43.2% | -109.0% | -66.2% |
| All | -65.8% | +40.0% | -105.8% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling