-37.0%
STZ vs HALO
+193.0%
-230.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -15.7% | +13.9% | -0.7% |
| 7D | +4.9% | -20.8% | +25.7% | +6.4% |
| 30D | +20.9% | -6.5% | +27.3% | +21.3% |
| 3M | +8.0% | +20.8% | -12.9% | +6.3% |
| 6M | -5.3% | +56.2% | -61.5% | -8.5% |
| YTD | +5.9% | +54.0% | -48.1% | +2.0% |
| 1Y | +14.2% | +51.5% | -37.3% | +10.0% |
| 3Y | -37.0% | +193.9% | -230.9% | -44.2% |
| All | -37.0% | +193.0% | -230.0% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling