+192.5%
ECHO vs HALO
+979.6%
-787.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -2.7% | +6.4% | +4.3% |
| 30D | +0.7% | +5.3% | -4.6% | -0.4% |
| 3M | -27.3% | +51.6% | -78.9% | -33.3% |
| 6M | -17.0% | +61.3% | -78.2% | -24.8% |
| YTD | -14.3% | +59.3% | -73.6% | -22.4% |
| 1Y | +20.9% | +38.3% | -17.4% | +12.3% |
| 3Y | +423.0% | +185.9% | +237.1% | +307.0% |
| 5Y | +265.7% | +159.9% | +105.7% | +183.5% |
| All | +192.5% | +979.6% | -787.1% | +73.7% |
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