-29.8%
STZ vs HALO
+156.0%
-185.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.6% | -3.2% | +5.8% | +2.9% |
| 30D | +15.2% | -14.2% | +29.4% | +16.6% |
| 3M | +7.6% | -0.4% | +8.0% | +7.4% |
| 6M | +5.3% | +43.2% | -37.9% | +1.4% |
| YTD | +8.6% | +49.0% | -40.3% | +3.8% |
| 1Y | +15.6% | +40.8% | -25.3% | +11.0% |
| 3Y | -35.2% | +167.4% | -202.5% | -43.5% |
| All | -29.8% | +156.0% | -185.8% | -39.8% |
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 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