+195.6%
STT vs HALO
+178.6%
+17.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | +1.0% | -2.1% | +3.0% | +1.2% |
| 30D | +2.8% | +4.6% | -1.9% | +2.3% |
| 3M | +18.1% | +50.2% | -32.1% | +12.8% |
| 6M | +59.2% | +57.6% | +1.6% | +50.9% |
| YTD | +51.5% | +59.6% | -8.1% | +43.2% |
| 1Y | +75.7% | +41.2% | +34.5% | +68.1% |
| All | +195.6% | +178.6% | +17.0% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling