+1,125.4%
STX vs HALO
+158.1%
+967.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | +9.6% | -2.1% | +11.6% | +9.9% |
| 30D | +10.6% | +4.6% | +6.0% | +9.6% |
| 3M | +4.8% | +50.2% | -45.4% | -3.5% |
| 6M | +137.3% | +57.6% | +79.6% | +115.8% |
| YTD | +222.5% | +59.6% | +162.9% | +192.7% |
| 1Y | +366.2% | +41.2% | +325.0% | +332.2% |
| 3Y | +1,352.9% | +178.9% | +1,174.0% | +1,022.0% |
| All | +1,125.4% | +158.1% | +967.3% | +871.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling