-14.1%
STZ vs HALO
+928.6%
-942.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.4% |
| 7D | -7.4% | +0.5% | -7.9% | -7.4% |
| 30D | -10.9% | +5.0% | -15.9% | -11.4% |
| 3M | -13.4% | +53.1% | -66.6% | -17.4% |
| 6M | -16.2% | +60.8% | -77.0% | -20.6% |
| YTD | -10.4% | +60.9% | -71.4% | -15.4% |
| 1Y | -14.8% | +42.8% | -57.6% | -18.5% |
| 3Y | -50.1% | +181.3% | -231.4% | -56.8% |
| 5Y | -38.8% | +157.6% | -196.4% | -47.2% |
| 10Y | -14.1% | +910.4% | -924.4% | -28.2% |
| All | -14.1% | +928.6% | -942.7% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling