+1,249.1%
EAT vs HALO
+2,492.7%
-1,243.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | 0.0% | +4.6% | -4.6% | -0.8% |
| 30D | +1.9% | +31.8% | -29.9% | -3.2% |
| 3M | +68.7% | +53.9% | +14.8% | +55.9% |
| 6M | +66.9% | +57.4% | +9.5% | +53.4% |
| YTD | +60.4% | +63.7% | -3.3% | +46.3% |
| 1Y | +44.0% | +50.1% | -6.1% | +33.1% |
| 3Y | +604.7% | +157.3% | +447.4% | +477.5% |
| 5Y | +347.0% | +161.0% | +186.0% | +261.6% |
| 10Y | +390.8% | +1,018.7% | -627.9% | +207.4% |
| All | +1,249.1% | +2,492.7% | -1,243.7% | +493.2% |
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 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