+8.3%
SYY vs HALO
+92.7%
-84.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | -6.3% | +0.2% | -6.6% | -6.4% |
| 30D | +0.7% | +20.3% | -19.6% | -0.6% |
| 3M | -6.4% | +56.6% | -63.0% | -8.9% |
| 6M | +7.6% | +101.9% | -94.3% | +2.8% |
| YTD | +7.4% | +93.7% | -86.2% | +2.7% |
| 1Y | +8.3% | +91.5% | -83.2% | +3.3% |
| All | +8.3% | +92.7% | -84.4% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling