+4,541.1%
STRL vs HALO
+2,259.3%
+2,281.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +15.7% | -3.2% | +18.9% | +16.3% |
| 30D | -35.5% | -14.2% | -21.3% | -34.0% |
| 3M | -47.1% | -0.4% | -46.7% | -47.4% |
| 6M | -65.8% | +43.2% | -109.0% | -68.1% |
| YTD | -4.5% | +49.0% | -53.5% | -11.7% |
| 1Y | -10.5% | +40.8% | -51.3% | -16.4% |
| 3Y | +340.6% | +167.4% | +173.2% | +262.0% |
| 5Y | +911.0% | +157.4% | +753.7% | +718.6% |
| 10Y | +3,727.1% | +697.1% | +3,030.0% | +2,412.0% |
| All | +4,541.1% | +2,259.3% | +2,281.8% | +2,198.3% |
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