-32.8%
STZ vs HALO
+162.4%
-195.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.9% | +4.6% | -6.5% | -2.3% |
| 30D | -1.9% | +31.8% | -33.7% | -4.5% |
| 3M | -6.2% | +53.9% | -60.1% | -10.1% |
| 6M | -14.0% | +57.4% | -71.4% | -17.8% |
| YTD | -5.1% | +63.7% | -68.8% | -10.0% |
| 1Y | -9.6% | +50.1% | -59.7% | -13.5% |
| 3Y | -47.2% | +157.3% | -204.6% | -53.6% |
| All | -32.8% | +162.4% | -195.1% | -42.2% |
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 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