-35.6%
STZ vs HALO
+171.2%
-206.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | 0.0% | -18.1% | +18.2% | +1.3% |
| 30D | +14.7% | -8.2% | +22.9% | +15.2% |
| 3M | +8.8% | -1.1% | +9.9% | +8.7% |
| 6M | +3.1% | +41.9% | -38.9% | +0.2% |
| YTD | +7.9% | +49.6% | -41.7% | +4.0% |
| 1Y | +14.2% | +42.5% | -28.4% | +10.5% |
| All | -35.6% | +171.2% | -206.8% | -42.8% |
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