+23.6%
SYY vs HALO
+158.6%
-135.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.9% | -2.7% | +6.7% | +4.3% |
| 30D | -1.7% | +5.3% | -7.1% | -2.4% |
| 3M | +5.2% | +51.6% | -46.4% | -0.4% |
| 6M | -0.2% | +61.3% | -61.4% | -6.4% |
| YTD | +15.4% | +59.3% | -43.9% | +8.2% |
| 1Y | +5.6% | +38.3% | -32.7% | +0.7% |
| 3Y | +28.9% | +185.9% | -157.0% | +7.2% |
| All | +23.6% | +158.6% | -135.1% | -1.2% |
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