+262.1%
STT vs HALO
+979.6%
-717.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | +1.7% | +5.3% | -3.6% | +0.6% |
| 3M | +17.9% | +51.6% | -33.7% | +7.4% |
| 6M | +55.3% | +61.3% | -6.0% | +39.4% |
| YTD | +52.7% | +59.3% | -6.6% | +37.0% |
| 1Y | +75.7% | +38.3% | +37.4% | +62.0% |
| 3Y | +197.9% | +185.9% | +12.0% | +123.0% |
| 5Y | +157.2% | +159.9% | -2.8% | +91.8% |
| All | +262.1% | +979.6% | -717.5% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling