+52.0%
STT vs HALO
+92.7%
-40.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -1.7% | +20.3% | -22.0% | -2.5% |
| 3M | -6.4% | +56.6% | -63.0% | -9.2% |
| 6M | +17.7% | +101.9% | -84.2% | +9.8% |
| YTD | +36.9% | +93.7% | -56.8% | +28.6% |
| 1Y | +52.0% | +91.5% | -39.5% | +42.8% |
| All | +52.0% | +92.7% | -40.7% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling