+742.6%
SU vs HALO
+2,422.4%
-1,679.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | +8.4% | +5.3% | +3.1% | +7.7% |
| 3M | +12.1% | +51.6% | -39.5% | +5.5% |
| 6M | +19.7% | +61.3% | -41.6% | +11.4% |
| YTD | +58.4% | +59.3% | -0.9% | +47.4% |
| 1Y | +67.2% | +38.3% | +29.0% | +58.4% |
| 3Y | +125.0% | +185.9% | -60.8% | +87.2% |
| 5Y | +355.1% | +159.9% | +195.1% | +276.7% |
| 10Y | +263.7% | +965.6% | -701.9% | +137.6% |
| All | +742.6% | +2,422.4% | -1,679.7% | +293.7% |
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