+292.1%
SYY vs HALO
+2,417.6%
-2,125.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.5% | -3.4% | +4.9% | +1.8% |
| 30D | -2.3% | +4.3% | -6.6% | -2.7% |
| 3M | +5.5% | +51.8% | -46.3% | +1.1% |
| 6M | -1.0% | +57.8% | -58.8% | -5.5% |
| YTD | +14.1% | +59.0% | -44.9% | +8.6% |
| 1Y | +5.6% | +41.2% | -35.6% | +1.5% |
| 3Y | +27.9% | +177.8% | -150.0% | +13.4% |
| 5Y | +22.7% | +159.5% | -136.7% | +8.4% |
| 10Y | +113.9% | +963.6% | -849.7% | +64.1% |
| All | +292.1% | +2,417.6% | -2,125.5% | +146.8% |
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