+1,173.8%
ECL vs HALO
+2,417.6%
-1,243.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -2.6% | -3.4% | +0.8% | -2.3% |
| 30D | -4.6% | +4.3% | -8.8% | -5.0% |
| 3M | +6.0% | +51.8% | -45.8% | +1.1% |
| 6M | -3.0% | +57.8% | -60.8% | -7.9% |
| YTD | +4.0% | +59.0% | -55.0% | -1.5% |
| 1Y | +2.0% | +41.2% | -39.2% | -2.3% |
| 3Y | +53.9% | +177.8% | -123.9% | +34.6% |
| 5Y | +27.1% | +159.5% | -132.3% | +10.8% |
| 10Y | +155.0% | +963.6% | -808.6% | +86.0% |
| All | +1,173.8% | +2,417.6% | -1,243.8% | +667.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling