+156.3%
ECL vs HALO
+979.6%
-823.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.1% | -2.7% | +1.6% | -0.7% |
| 30D | -0.8% | +5.3% | -6.1% | -1.5% |
| 3M | +5.0% | +51.6% | -46.5% | -1.2% |
| 6M | +0.2% | +61.3% | -61.0% | -6.7% |
| YTD | +5.8% | +59.3% | -53.5% | -1.6% |
| 1Y | +1.5% | +38.3% | -36.7% | -3.8% |
| 3Y | +55.0% | +185.9% | -130.9% | +28.7% |
| 5Y | +29.3% | +159.9% | -130.7% | +7.1% |
| All | +156.3% | +979.6% | -823.2% | +80.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling