+947.3%
STZ vs HALO
+2,338.4%
-1,391.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -15.7% | +13.9% | -0.2% |
| 7D | +4.9% | -20.8% | +25.7% | +7.3% |
| 30D | +20.9% | -6.5% | +27.3% | +21.5% |
| 3M | +8.0% | +20.8% | -12.9% | +5.5% |
| 6M | -5.3% | +56.2% | -61.5% | -10.0% |
| YTD | +5.9% | +54.0% | -48.1% | +0.5% |
| 1Y | +14.2% | +51.5% | -37.3% | +8.4% |
| 3Y | -37.0% | +193.9% | -230.9% | -45.1% |
| 5Y | -29.7% | +154.6% | -184.3% | -38.7% |
| 10Y | +5.2% | +1,124.9% | -1,119.8% | -24.5% |
| All | +947.3% | +2,338.4% | -1,391.1% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling