+432.0%
STT vs HALO
+2,259.3%
-1,827.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +4.8% | -3.2% | +8.0% | +5.4% |
| 30D | +3.9% | -14.2% | +18.1% | +6.8% |
| 3M | -8.2% | -0.4% | -7.8% | -8.6% |
| 6M | +15.6% | +43.2% | -27.6% | +6.2% |
| YTD | +37.6% | +49.0% | -11.4% | +25.0% |
| 1Y | +50.1% | +40.8% | +9.3% | +37.7% |
| 3Y | +183.1% | +167.4% | +15.7% | +119.7% |
| 5Y | +104.8% | +157.4% | -52.5% | +56.5% |
| 10Y | +201.9% | +697.1% | -495.2% | +72.6% |
| All | +432.0% | +2,259.3% | -1,827.3% | +86.6% |
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