+11,474.1%
STX vs HALO
+2,492.7%
+8,981.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.4% |
| 7D | +2.4% | +4.6% | -2.2% | +1.6% |
| 30D | +1.4% | +31.8% | -30.4% | -3.9% |
| 3M | -8.2% | +53.9% | -62.1% | -15.5% |
| 6M | +127.0% | +57.4% | +69.7% | +107.9% |
| YTD | +209.1% | +63.7% | +145.4% | +181.3% |
| 1Y | +365.4% | +50.1% | +315.3% | +329.4% |
| 3Y | +1,135.4% | +157.3% | +978.1% | +907.9% |
| 5Y | +991.5% | +161.0% | +830.5% | +773.7% |
| 10Y | +3,695.8% | +1,018.7% | +2,677.1% | +2,164.1% |
| All | +11,474.1% | +2,492.7% | +8,981.4% | +4,450.4% |
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 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