+372.3%
EAT vs HALO
+977.5%
-605.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -6.2% | -3.4% | -2.8% | -5.3% |
| 30D | -3.0% | +4.3% | -7.3% | -4.1% |
| 3M | +45.6% | +51.8% | -6.1% | +29.3% |
| 6M | +53.5% | +57.8% | -4.2% | +34.5% |
| YTD | +49.6% | +59.0% | -9.4% | +30.4% |
| 1Y | +38.9% | +41.2% | -2.2% | +24.8% |
| 3Y | +589.7% | +177.8% | +411.8% | +384.0% |
| 5Y | +318.7% | +159.5% | +159.2% | +192.5% |
| All | +372.3% | +977.5% | -605.3% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling