+253.7%
ECHO vs HALO
+1,432.0%
-1,178.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +8.6% | +0.5% | +8.0% | +8.5% |
| 30D | +3.8% | +5.0% | -1.3% | +2.9% |
| 3M | -19.9% | +53.1% | -73.0% | -25.1% |
| 6M | -12.1% | +60.8% | -72.8% | -18.4% |
| YTD | -14.1% | +60.9% | -75.0% | -20.4% |
| 1Y | +15.9% | +42.8% | -26.9% | +9.0% |
| 3Y | +417.8% | +181.3% | +236.6% | +331.3% |
| 5Y | +259.3% | +157.6% | +101.7% | +198.2% |
| 10Y | +192.7% | +910.4% | -717.6% | +92.1% |
| All | +253.7% | +1,432.0% | -1,178.2% | +48.8% |
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 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