+1,203.8%
EAT vs HALO
+2,448.5%
-1,244.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.1% |
| 7D | -4.9% | +0.5% | -5.5% | -5.0% |
| 30D | -1.2% | +5.0% | -6.2% | -2.0% |
| 3M | +52.2% | +53.1% | -0.9% | +40.8% |
| 6M | +65.0% | +60.8% | +4.3% | +51.2% |
| YTD | +55.0% | +60.9% | -5.9% | +41.8% |
| 1Y | +42.1% | +42.8% | -0.7% | +32.4% |
| 3Y | +614.7% | +181.3% | +433.5% | +477.1% |
| 5Y | +322.7% | +157.6% | +165.2% | +242.7% |
| 10Y | +382.0% | +910.4% | -528.3% | +206.6% |
| All | +1,203.8% | +2,448.5% | -1,244.7% | +475.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling