+260.6%
ECHO vs HALO
+157.2%
+103.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | +2.3% | -3.4% | +5.7% | +2.9% |
| 30D | +4.4% | +4.3% | +0.1% | +3.5% |
| 3M | -20.3% | +51.8% | -72.1% | -26.7% |
| 6M | -15.3% | +57.8% | -73.1% | -22.8% |
| YTD | -15.5% | +59.0% | -74.5% | -23.3% |
| 1Y | +15.0% | +41.2% | -26.2% | +6.6% |
| 3Y | +409.1% | +177.8% | +231.3% | +297.0% |
| 5Y | +260.6% | +159.5% | +101.2% | +182.1% |
| All | +260.6% | +157.2% | +103.4% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling