+485.4%
STT vs HALO
+2,448.5%
-1,963.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +2.2% | +0.5% | +1.6% | +2.1% |
| 30D | +3.9% | +5.0% | -1.1% | +2.8% |
| 3M | +19.2% | +53.1% | -34.0% | +8.7% |
| 6M | +60.4% | +60.8% | -0.4% | +44.5% |
| YTD | +51.5% | +60.9% | -9.5% | +36.2% |
| 1Y | +76.3% | +42.8% | +33.5% | +61.9% |
| 3Y | +200.7% | +181.3% | +19.5% | +131.6% |
| 5Y | +157.5% | +157.6% | -0.1% | +97.5% |
| 10Y | +262.0% | +910.4% | -648.4% | +97.1% |
| All | +485.4% | +2,448.5% | -1,963.1% | +103.3% |
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