+476.2%
STX vs HALO
+156.0%
+320.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +14.6% | -3.2% | +17.8% | +15.1% |
| 30D | -26.0% | -14.2% | -11.8% | -24.2% |
| 3M | -42.6% | -0.4% | -42.2% | -42.7% |
| 6M | -35.3% | +43.2% | -78.4% | -40.0% |
| YTD | +92.5% | +49.0% | +43.5% | +76.9% |
| 1Y | +102.4% | +40.8% | +61.5% | +87.8% |
| 3Y | +673.8% | +167.4% | +506.4% | +506.8% |
| All | +476.2% | +156.0% | +320.2% | +342.7% |
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