+7,622.1%
STRL vs HALO
+2,492.7%
+5,129.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.8% |
| 7D | +3.4% | +4.6% | -1.2% | +2.6% |
| 30D | -9.2% | +31.8% | -41.1% | -13.6% |
| 3M | -51.0% | +53.9% | -104.9% | -54.7% |
| 6M | +15.8% | +57.4% | -41.6% | +6.7% |
| YTD | +58.9% | +63.7% | -4.9% | +45.5% |
| 1Y | +68.5% | +50.1% | +18.4% | +56.4% |
| 3Y | +485.2% | +157.3% | +327.9% | +383.4% |
| 5Y | +2,005.1% | +161.0% | +1,844.1% | +1,606.6% |
| 10Y | +7,118.0% | +1,018.7% | +6,099.3% | +4,406.1% |
| All | +7,622.1% | +2,492.7% | +5,129.4% | +3,683.8% |
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 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